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  • Search: subject:"James–Stein estimator"
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Subject
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James-Stein estimator 5 James–Stein estimator 5 Asset allocation 2 Bayes-Stein estimator 2 CAPM estimator 2 Minimum-variance estimator 2 Naive diversification 2 Out-ofsample performance 2 Risk function 2 Shrinkage estimation 2 Absolute penalty estimation 1 Adaptive lasso 1 Asymptotic optimality 1 Average run length 1 B-spline approximation 1 Bowl-shaped loss function 1 Brewster-Zidek estimator of normal variance 1 Control chart 1 Covariance matrix 1 EBLUP estimator 1 Efficiency 1 Efron–Morris type estimator 1 Empirical Bayes 1 Estimation theory 1 Fay–Herriot model 1 James-Stein estimator of normal mean 1 Lasso 1 Mean squared error 1 Mixed models 1 Model averaging 1 Monte Carlo simulation 1 Multivariate Analyse 1 Multivariate analysis 1 Multivariate normal distribution 1 Order restricted inference 1 Partial Iwasawa coordinates 1 Partially linear model 1 Schätztheorie 1 Semiparametric model 1 Small areas 1
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Online availability
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Undetermined 10 Free 2
Type of publication
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Article 11 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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Undetermined 10 English 3
Author
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Frahm, Gabriel 2 Ahmed, S. Ejaz 1 Boatwright, Peter 1 Doksum, Kjell A. 1 Ghosh, Malay 1 Guo, Meixi 1 Gómez, Federico 1 He, Daojiang 1 Huwang, Longcheen 1 Kalra, Ajay 1 Kuriki, Satoshi 1 Maruyama, Yuzo 1 Menéndez, José 1 Nickerson, David M. 1 Raheem, S.M. Enayetur 1 Rueda, Cristina 1 Rukhin, Andrew 1 Strawderman, William 1 Takemura, Akimichi 1 Wang, Hsiuying 1 Xu, Kai 1 Yu, Jeng Hung 1 Zhang, Wei 1 Zhao, Shangwei 1
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Institution
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Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1
Published in...
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Statistics & Probability Letters 3 Annals of the Institute of Statistical Mathematics 2 Computational Statistics & Data Analysis 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 European journal of operational research : EJOR 1 Journal of Multivariate Analysis 1 Management Science 1 Metrika 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 11 ECONIS (ZBW) 1 EconStor 1
Showing 11 - 13 of 13
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Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary
Kuriki, Satoshi; Takemura, Akimichi - In: Journal of Multivariate Analysis 75 (2000) 1, pp. 79-111
estimators reduce to the James-Stein estimator and to the Bock estimator when K is a point and a convex polyhedron, respectively …
Persistent link: https://www.econbiz.de/10005006484
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Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
Rukhin, Andrew - In: Annals of the Institute of Statistical Mathematics 44 (1992) 2, pp. 299-311
Persistent link: https://www.econbiz.de/10005395776
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Dominance of the positive-part version of the James-Stein estimator
Nickerson, David M. - In: Statistics & Probability Letters 7 (1988) 2, pp. 97-103
James-Stein estimators are shown to be dominated by positive-part versions when estimating the mean of a p-variate normal distribution (p [greater-or-equal, slanted] 3), where the covariance matrix is known up to a constant. A Monte Carlo study is undertaken to compare their risks.
Persistent link: https://www.econbiz.de/10005319541
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