Estimation, prediction and the Stein phenomenon under divergence loss

Journal of Multivariate Analysis

Volumn 99, Issue 9, 2008, Pages 1941-1961

  Ghosh, Malay ^a,b   Mergel, Victor ^a,b   Datta, Gauri Sankar ^a,b  

^a University of Florida   (United States)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

62C12; 62C15; 62C20; Admissibility; Baranchick class; Bhattacharyya Hellinger loss; Empirical Bayes; Kullback Leibler loss; Minimaxity

Indexed keywords

EID: 52749089407     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.002     Document Type: Article

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