An approach to improving the James-Stein estimator shrinking towards projection vectors
نویسندگان
چکیده
منابع مشابه
Empirical Bayes and the James–Stein Estimator
Charles Stein shocked the statistical world in 1955 with his proof that maximum likelihood estimation methods for Gaussian models, in common use for more than a century, were inadmissible beyond simple oneor twodimensional situations. These methods are still in use, for good reasons, but Stein-type estimators have pointed the way toward a radically different empirical Bayes approach to high-dim...
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ژورنال
عنوان ژورنال: Journal of the Korean Data and Information Science Society
سال: 2014
ISSN: 1598-9402
DOI: 10.7465/jkdi.2014.25.6.1549