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...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore
Springer Nature Singapore
2023, 2023
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| Edition: | 1st ed. 2023 |
| Series: | JSS Research Series in Statistics
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| Subjects: | |
| 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