An approach to improving the James-Stein estimator

DOI10.1016/0047-259X(91)90096-KzbMATH Open0733.62059OpenAlexW1989648234MaRDI QIDQ809506FDOQ809506

Tatsuya Kubokawa

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(91)90096-k

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zbMATH Keywords

normal distributionJames-Stein estimatorquadratic lossinadmissibilitygeneralized Bayes estimatorsmean vectornormal variance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cites Work

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• 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
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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Cited In (29)

• An estimator for the means of mormal populations
• A pair of estimating equations for a mean vector
• A sequence of improvements over the James-Stein estimator
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Stein's idea and minimax admissible estimation of a multivariate normal mean
• On admissible estimation of a mean vector when the scale is unknown
• SHRINKAGE EFFICIENCY BOUNDS
• Stein estimation -- a review
• Shrinkage estimation with logarithmic penalties
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• An admissibility result on estimation of a multivariate normal mean vector
• A Note on Estimation of a Distribution Function in a Nonparametric Set-up Using Stein’s Shrinkage Estimation Technique
• Estimation in a linear regression model under the Kullback-Leibler loss and its application to model selection
• James-Stein estimators for time series regression models
• 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
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• Improvements over the james-stein estimator: A risk analysis
• Title not available (Why is that?)
• Necessary conditions for dominating the James-Stein estimator
• Constructing estimators of a mean vector through orthogonal reparametrization and differential equations
• James-stein estimation with constraints on the norm
• Bayesian inference and prediction for mean-mixtures of normal distributions
• Generalized Bayes estimators of a normal discriminant function
• Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
• Title not available (Why is that?)
• Title not available (Why is that?)

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