Necessary conditions for dominating the James-Stein estimator
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Publication:816598
DOI10.1007/BF02506885zbMath1332.62175MaRDI QIDQ816598
William E. Strawderman, Yuzo Maruyama
Publication date: 9 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Admissibility in statistical decision theory (62C15)
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A Note on the Comparison of the Stein Estimator and the James-Stein Estimator ⋮ Shrinkage estimation for the mean of the inverse Gaussian population
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