Shrinkage estimators, Skorokhod's problem and stochastic integration by parts

Annals of Statistics

Volumn 24, Issue 2, 1996, Pages 809-815

  Evans, Steven N ^a   Stark, Philip B ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Admissibility; Balayage; Brownian motion; Location parameter; Quadratic loss; Shift model

Indexed keywords

EID: 0030519199     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032894466     Document Type: Article

References (13)

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