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Journal of Statistical Planning and Inference
Volumn 121, Issue 1, 2004, Pages 37-51
On the inevitability of a paradox in shrinkage estimation for scale mixtures of normals
Author keywords

Laplace transforms; Location parameter; Quadratic loss; Scale mixtures of normals; Shrinkage estimation
Indexed keywords

EID: 0346392372     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00109-5     Document Type: Article
Times cited : (1)
References (7)
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    • (1975) Ann. Statist. , vol.3 , pp. 209-218
    • Bock, M.E.1
  • 2
    • 0041509671 scopus 로고
    • Minimax ridge regression estimation
    • Casella G. Minimax ridge regression estimation Ann. Statist. 5 1980 1036-1056
    • (1980) Ann. Statist. , vol.5 , pp. 1036-1056
    • Casella, G.1
  • 3
    • 0000221951 scopus 로고
    • Shrinkage estimators under spherical symmetry for the general linear model
    • Cellier D. Fourdrinier D. Shrinkage estimators under spherical symmetry for the general linear model J. Multivariate Anal. 52 1995 338-351
    • (1995) J. Multivariate Anal. , vol.52 , pp. 338-351
    • Cellier, D.1    Fourdrinier, D.2
  • 4
    • 38249022794 scopus 로고
    • Robust shrinkage estimators of the location parameter for elliptically contoured distributions
    • Cellier D. Fourdrinier D. Robert C. Robust shrinkage estimators of the location parameter for elliptically contoured distributions J. Multivariate Anal. 29 1989 39-52
    • (1989) J. Multivariate Anal. , vol.29 , pp. 39-52
    • Cellier, D.1    Fourdrinier, D.2    Robert, C.3
  • 5
    • 84988060694 scopus 로고
    • An explicit formula for the risk of James-Stein estimators
    • Egerton M.F. Laycock P.J. An explicit formula for the risk of James-Stein estimators Canad. J. Statist. 10 1982 199-205
    • (1982) Canad. J. Statist. , vol.10 , pp. 199-205
    • Egerton, M.F.1    Laycock, P.J.2
  • 6
    • 0030295571 scopus 로고    scopus 로고
    • A paradox concerning shrinkage estimators: Should a known scale parameter be replaced by an estimated value in the shrinkage factor?
    • Fourdrinier D. Strawderman W.E. A paradox concerning shrinkage estimators: should a known scale parameter be replaced by an estimated value in the shrinkage factor? J. Multivariate Anal. 59 1996 109-140
    • (1996) J. Multivariate Anal. , vol.59 , pp. 109-140
    • Fourdrinier, D.1    Strawderman, W.E.2
  • 7
    • 0002026120 scopus 로고
    • James-Stein estimation with constraints on the norm
    • Marchand E. Giri N.C. James-Stein estimation with constraints on the norm Comm. Statist. Theory Methods 22 1993 2903-2924
    • (1993) Comm. Statist. Theory Methods , vol.22 , pp. 2903-2924
    • Marchand, E.1    Giri, N.C.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.