The data-smoothing aspect of Stein estimates

DOI10.1214/AOS/1176346709MaRDI QIDQ761716zbMATH OpenOpenAlexFDO

Authors Ker-Chau Li, Jiunn Tzon Hwang

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346709

zbMATH Keywords

average squared error lossconsistencydata smoothingkernel estimatesnearest neighbor estimatesnonparametric regressionsmoothing splineStein estimates

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric inference (62G99) Linear inference, regression (62J99)

Review text

This paper is concerned with the asymptotic behavior of Stein variants of nonparametric estimates (including N.N., kernel, spline e.) of a regression function (under deterministic design). Loss is measured by the average squared error.

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Cited in

(4)

• The Stein effect for Fréchet means
• Hybid shrinkage estimators using penalty bases for the ordinal one-way layout
• Group-linear empirical Bayes estimates for a heteroscedastic normal mean
• ASP fits to multi-way layouts

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