A unified and generalized set of shrinkage bounds on minimax Stein estimates
- Author
- FOURDRINIER, Dominique1 ; STRAWDERMAN, William E2
[1] Université de Rouen, LITIS, BP 12, 76801 Saint-Étienne-du-Rouvray, France
[2] Rutgers University, Hill Center, Department of Statistics, 10 Frelinghuysen Road, Piscataway, NJ 08854, United States - Source
Journal of multivariate analysis. 2008, Vol 99, Num 10, pp 2221-2233, 13 p ; ref : 12 ref
- CODEN
- JMVAAI
- ISSN
- 0047-259X
- Scientific domain
- Mathematics
- Publisher
- Elsevier, San Diego, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Completely monotone functions Location parameters Minimax estimators Quadratic loss Spherically symmetric distributions Unimodality primary 62C10;62C20
- Keyword (fr)
- Analyse multivariable Décision statistique Estimation densité Estimation moyenne Estimation statistique Fonction répartition Loi F Mélange loi probabilité Méthode minimax Méthode statistique Projection Régression pseudo orthogonale Régression statistique Symétrie sphérique Théorie décision Unimodalité Variable aléatoire Vecteur aléatoire 60E05 62C20 62J07 Estimateur Stein Estimateur rétrécissement
- Keyword (en)
- Multivariate analysis Statistical decision Density estimation Mean estimation Statistical estimation Distribution function F distribution Mixed distribution Minimax method Statistical method Projection Ridge regression Statistical regression Spherical symmetry Decision theory Unimodality Random variable Random vector Stein estimator Shrinkage estimator
- Keyword (es)
- Análisis multivariable Decisión estadística Estimación densidad Estimación promedio Estimación estadística Función distribución Ley F Mezcla ley probabilidad Método minimax Método estadístico Proyección Regresión ridge Regresión estadística Simetría esférica Teoría decisión Unimodalidad Variable aléatoria Vector aléatorio
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02D Decision theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02I Multivariate analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02J Linear inference, regression
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20833486
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jmva.2008.02.015 
https://dx.doi.org/10.1016/j.jmva.2008.02.015
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