๐”– Bobbio Scriptorium
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An Explicit Formula for the Risk of James-Stein Estimators

โœ Scribed by M. F. Egerton and P. J. Laycock


Book ID
115058556
Publisher
John Wiley and Sons
Year
1982
Tongue
French
Weight
262 KB
Volume
10
Category
Article
ISSN
0319-5724

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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