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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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Autors principals: Maruyama, Yuzo (Autor), Kubokawa, Tatsuya (Autor), Strawderman, William E. (Autor)
Autor corporatiu: SpringerLink (Online service)
Format: Electrònic eBook
Idioma:anglès
Publicat: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Edició:1st ed. 2023.
Col·lecció:JSS Research Series in Statistics,
Matèries:
Statistics .
Applied Statistics.
Statistical Theory and Methods.
Bayesian Inference.
Bayesian Network.
Accés en línia:https://doi.org/10.1007/978-981-99-6077-4
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Taula de continguts:
  • 1. Decision Theory Preliminaries
  • 2. Minimaxity and Improvement on the James-Stein estimator
  • 3. Admissibility.

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