Necessary conditions for dominating the James-Stein estimator
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DOI: 10.1007/BF02506885
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References listed on IDEAS
- Maruyama, Yuzo, 2004. "Stein's idea and minimax admissible estimation of a multivariate normal mean," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 320-334, February.
- Guo, Ying (Ingrid) Yueh & Pal, Nabendu, 1992. "A sequence of improvements over the James-Stein estimator," Journal of Multivariate Analysis, Elsevier, vol. 42(2), pages 302-317, August.
- Kuriki, Satoshi & Takemura, Akimichi, 2000. "Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary," Journal of Multivariate Analysis, Elsevier, vol. 75(1), pages 79-111, October.
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Cited by:
- Tiefeng Ma & Shuangzhe Liu & S. Ahmed, 2014. "Shrinkage estimation for the mean of the inverse Gaussian population," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(6), pages 733-752, August.
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Keywords
The James-Stein estimator; unbiased estimator of risk; admissibility; generalized Bayes;All these keywords.
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