Limit expressions for the risk of james-stein estimators-Reference-Cited by-同舟云学术

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Limit expressions for the risk of james-stein estimators

Published:1982 Issue:4 Volume:10 Page:305-309
ISSN:0319-5724
Container-title:Canadian Journal of Statistics
language:en
Short-container-title:Can. J. Statistics

Author:

Casella George,Hwang Jiunn Tzon

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference5 articles.

1. Minimax estimators of the mean of a multivariate normal distribution;Bock;Ann. Statist.,1975

2. Minimax ridge regression estimation;Casella;Ann. Statist.,1980

3. Stein's estimation rule and its competitors-an empirical Bayes approach;Efron;J. Amer. Statist. Assoc.,1973

4. Inadmissibility of the usual estimator of the mean of a multivariate normal distribution;Stein;Proc. Third Berkeley Symp. Math. Statist. Probab.,1956

5. Estimation of the mean of a multivariate normal distribution;Stein;Ann. Statist.,1981

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2. Joint inference based on Stein-type averaging estimators in the linear regression model;Journal of Econometrics;2023-08

3. On combining unbiased and possibly biased correlated estimators;Japanese Journal of Statistics and Data Science;2023-03-07

4. Comparison of Risk Ratios of Shrinkage Estimators in High Dimensions;Mathematics;2021-12-24

5. Casella, George;Wiley StatsRef: Statistics Reference Online;2021-08-18

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