✦ LIBER ✦

A new positive estimator of loss function

✍ Scribed by Yuzo Maruyama

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 237 KB
Volume: 36
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)00073-4

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✦ Synopsis

The problem of estimating the quadratic loss function for the estimator of a multivariate normal mean is considered. A positive estimator which dominates Johnstone (1987)'s shrinkage rule is given. ~) 1997 Published by Elsevier Science B.V.

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