Expansion estimators improving the bias and risk of James–Stein’s shrinkage estimator

Author:

Tsukuma Hisayuki

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics and Probability

Reference10 articles.

1. Abramowitz, M., & Stegun, I. A. (1972). Handbook of mathematical functions with formulas, graphs, and mathematical tables. Dover Publications.

2. Fourdrinier, D., Strawderman, W. E., & Wells, M. T. (2018). Shrinkage estimation. Springer.

3. Guo, Y. Y., & Pal, N. (1992). A sequence of improvements over the James–Stein estimator. Journal of Multivariate Analysis, 42, 302–317.

4. James, W., & Stein, C. (1961). Estimation with quadratic loss. In Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability (Vol. 1, pp. 361–379). University of California Press.

5. Kubokawa, T. (1994). A unified approach to improving equivariant estimators. Annals of Statistics, 22, 290–299.

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