An approach to improving the James-Stein estimator
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Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3938231 (Why is no real title available?)
- Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
- Estimation with quadratic loss.
- Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
- Improving on equivariant estimators
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
Cited in
(33)- A pair of estimating equations for a mean vector
- A sequence of improvements over the James-Stein estimator
- An estimator for the means of mormal populations
- Stein's idea and minimax admissible estimation of a multivariate normal mean
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Expansions for the risk of Stein type estimates for non-normal data
- On admissible estimation of a mean vector when the scale is unknown
- Stein estimation -- a review
- An admissibility result on estimation of a multivariate normal mean vector
- Shrinkage estimation with logarithmic penalties
- Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
- James-Stein estimators for time series regression models
- Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
- Optimization of ridge parameters in multivariate generalized ridge regression by plug-in methods
- Estimators which are Uniformly Better than the James-Stein Estimator
- An Appreciation of Balanced Loss Functions Via Regret Loss
- Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation
- A note on estimation of a distribution function in a nonparametric set-up using Stein's shrinkage estimation technique
- Estimation Of A Multivariate Normal Mean Vector And Local Improvements
- Improvements over the james-stein estimator: A risk analysis
- scientific article; zbMATH DE number 107584 (Why is no real title available?)
- Necessary conditions for dominating the James-Stein estimator
- Estimation of a mean vector under quartic loss
- Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
- Generalized Bayes estimators of a normal discriminant function
- James-stein estimation with constraints on the norm
- Bayesian inference and prediction for mean-mixtures of normal distributions
- Some methods for obtaining improved estimators of a normal mean matrix
- Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
- Shrinkage efficiency bounds
- scientific article; zbMATH DE number 4060560 (Why is no real title available?)
- On homogeneous James-Stein type estimators
- scientific article; zbMATH DE number 4100432 (Why is no real title available?)
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