𝔖 Bobbio Scriptorium
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A simple motivation for James-Stein estimators

✍ Scribed by Arjun K. Gupta; Edsel A. Peña


Book ID
103592667
Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
308 KB
Volume
12
Category
Article
ISSN
0167-7152

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📜 SIMILAR VOLUMES


Analysis of the Gibbs sampler for a mode
✍ Jeffrey S. Rosenthal 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 604 KB

We analyse a hierarchical Bayes model which is related to the usual empirical Bayes formulation of James-Stein estimators. We consider running a Gibbs sampler on this model. Using previous results about convergence rates of Markov chains, we provide rigorous, numerical, reasonable bounds on the runn