Optimal Estimation within Class of James-Stein Type Decision Rules on the Known Norm
نویسندگان
چکیده
منابع مشابه
`p-norm based James-Stein estimation with minimaxity and sparsity
A new class of minimax Stein-type shrinkage estimators of a multivariate normal mean is studied where the shrinkage factor is based on an `p norm. The proposed estimators allow some but not all coordinates to be estimated by 0 thereby allow sparsity as well as minimaxity. AMS 2000 subject classifications: Primary 62C20; secondary 62J07.
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ژورنال
عنوان ژورنال: Journal of the Chosun Natural Science
سال: 2012
ISSN: 2005-1042
DOI: 10.13160/ricns.2012.5.3.186