The Stein effect for Fréchet means

نویسندگان

چکیده

The Fréchet mean is a useful description of location for probability distribution on metric space that not necessarily vector space. This article considers simultaneous estimation multiple means from decision-theoretic perspective, and in particular, the extent to which unbiased estimator can be dominated by generalization James–Stein shrinkage estimator. It shown if satisfies nonpositive curvature condition, then this generalized asymptotically dominates as dimension grows. These results hold large class distributions variety spaces, including Hilbert spaces and, therefore, partially extend known applicability nonnormal Euclidean spaces. Simulation studies phylogenetic trees symmetric positive definite matrices are presented, numerically demonstrating efficacy

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ژورنال

عنوان ژورنال: Annals of Statistics

سال: 2022

ISSN: ['0090-5364', '2168-8966']

DOI: https://doi.org/10.1214/22-aos2245