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Volumn 75, Issue 2, 1999, Pages 247-268

A new general interpretation of the Stein estimate and how it adapts: Applications

Author keywords

Absolute error loss; Extreme value distribution; Location parameter; Risk; Schwartz's inequality; Spherically symmetric; Squared error loss; Weak law of large numbers

Indexed keywords


EID: 0012846647     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00146-3     Document Type: Article
Times cited : (5)

References (16)
  • 2
    • 84972526992 scopus 로고
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    • (1990) Statist. Sci. , vol.5 , pp. 356-359
    • Brandwein, A.1    Strawderman, W.E.2
  • 3
    • 0001631018 scopus 로고
    • Generalizations of James Stein estimates under spherical symmetry
    • Brandwein A., Strawderman W.E. Generalizations of James Stein estimates under spherical symmetry. Ann. Statist. 19:1991;1639-1650.
    • (1991) Ann. Statist. , vol.19 , pp. 1639-1650
    • Brandwein, A.1    Strawderman, W.E.2
  • 4
    • 0000903981 scopus 로고
    • On the admissibility of invariant estimators of one or more location parameters
    • Brown L.D. On the admissibility of invariant estimators of one or more location parameters. Ann. Math. Statist. 37:1966;1087-1136.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 1087-1136
    • Brown, L.D.1
  • 5
    • 0041509671 scopus 로고
    • Minimax ridge regression estimators
    • Casella G. Minimax ridge regression estimators. Ann. Statist. 8:1980;1036-1056.
    • (1980) Ann. Statist. , vol.8 , pp. 1036-1056
    • Casella, G.1
  • 7
    • 0043012484 scopus 로고
    • A simple motivation for James-Stein estimators
    • Gupta A.K., Pena E.A. A simple motivation for James-Stein estimators. Statist. Probab. Lett. 12:1991;337-340.
    • (1991) Statist. Probab. Lett. , vol.12 , pp. 337-340
    • Gupta, A.K.1    Pena, E.A.2
  • 9
    • 0001486499 scopus 로고
    • Estimation with quadratic loss
    • Univ. Calif. Press, Berkeley
    • James, W., Stein, C., 1961. Estimation with quadratic loss. Proc. 4th Berkeley Symp. Prob. Stat., vol. 1. Univ. Calif. Press, Berkeley, pp. 361-380.
    • (1961) Proc. 4th Berkeley Symp. Prob. Stat. , vol.1 , pp. 361-380
    • James, W.1    Stein, C.2
  • 11
    • 84952122605 scopus 로고    scopus 로고
    • Prediction, linear regression and minimum sum of relative errors
    • Narula, S.C., Wellington, J.F., 1977. Prediction, linear regression and minimum sum of relative errors. Technometrics, 19. See also Multiple Listing, 87, 185-190, Erie, PA.
    • (1977) Technometrics , vol.19
    • Narula, S.C.1    Wellington, J.F.2
  • 12
    • 84952122605 scopus 로고    scopus 로고
    • See also Erie, PA
    • Narula, S.C., Wellington, J.F., 1977. Prediction, linear regression and minimum sum of relative errors. Technometrics, 19. See also Multiple Listing, 87, 185-190, Erie, PA.
    • Multiple Listing , vol.87 , pp. 185-190
  • 13
    • 0001690716 scopus 로고
    • Simultaneous estimation of location parameters under quadratic loss
    • Shinozaki M. Simultaneous estimation of location parameters under quadratic loss. Ann. Statist. 12:1984;322-335.
    • (1984) Ann. Statist. , vol.12 , pp. 322-335
    • Shinozaki, M.1
  • 14
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    • Estimation of the mean of a multivariate normal distribution
    • Stein C. Estimation of the mean of a multivariate normal distribution. Ann. Statist. 9:1981;1135-1151.
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    • Stein, C.1
  • 15
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    • The 1988 Neyman memorial lecture: A Galtonian perspective on shrinkage estimators
    • Stigler S. The 1988 Neyman memorial lecture: a Galtonian perspective on shrinkage estimators. Statist. Sci. 5:1990;147-155.
    • (1990) Statist. Sci. , vol.5 , pp. 147-155
    • Stigler, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.