A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?

Journal of Multivariate Analysis

Volumn 59, Issue 2, 1996, Pages 109-140

  Fourdrinier, Dominique ^a   Strawderman, William E ^b  

^a UNIVERSITÉ DE ROUEN   (France)

^b NONE

Author keywords

James stein estimation; Location parameter; Minimaxity; Quadratic loss; Robustness; Spherical symmetry

Indexed keywords

EID: 0030295571     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0056     Document Type: Article

References (11)

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