Stein Estimation

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. I...

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Bibliographic Details
Main Authors: Maruyama, Yuzo, Kubokawa, Tatsuya (Author), Strawderman, William E. (Author)
Format: eBook
Published: Singapore Springer Nature Singapore 2023, 2023
Edition:1st ed. 2023
Series:JSS Research Series in Statistics
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 1. Decision Theory Preliminaries
  • 2. Minimaxity and Improvement on the James-Stein estimator
  • 3. Admissibility