In the context of classification, it is a common phenomenon that high-dimensional data such as micro-array data consist of only a few informative components. If one uses standard statistical modeling and estimation procedures with entire information, it tends to overfit the data due to noise...

Estimation of normal mean vector has broad applications such as small area estimation, estimation of nonparametric functions and estimation of wavelet coefficients. In this paper, we propose a new shrinkage estimator based on conditional maximum likelihood estimator incorporating with Stein’s...