On improved shrinkage estimators for concave loss-Reference-Cited by-同舟云学术

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On improved shrinkage estimators for concave loss

Published:2015-01 Issue: Volume:96 Page:241-246
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Kubokawa Tatsuya,Marchand Éric,Strawderman William E.

Funder

Japan Society for the Promotion of Science

Natural Sciences and Engineering Research of Canada

Simons Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Log-concave probability and its applications;Bagnoli;Econom. Theory,2005

2. A family of minimax estimators of the mean of a multivariate normal distribution;Baranchik;Ann. Math. Statist.,1970

3. Minimax estimation of location vectors for a wide class of distributions;Berger;Ann. Statist.,1975

4. Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss;Brandwein;J. Multivariate Anal.,1979

5. Shrinkage estimation of the location parameters for certain spherically symmetric distributions;Brandwein;Ann. Inst. Statist. Math.,1993

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1. Bayesian and minimax estimators of loss;Japanese Journal of Statistics and Data Science;2024-07-02

2. Tensor Stein-rules in a generalized tensor regression model;Journal of Multivariate Analysis;2023-11

3. Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal;Journal of Applied Statistics;2020-06-09

4. On shrinkage estimation for balanced loss functions;Journal of Multivariate Analysis;2020-01

5. On efficient prediction and predictive density estimation for normal and spherically symmetric models;Journal of Multivariate Analysis;2019-09

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