منابع مشابه
A James - Stein Type of Detour of U - Statistics
SUMMARY. For a vector of estimable parameters, a modified version of the James-Stein rule (incorporating the idea of preliminary test estimators) is utilized in formulating some estimators based on U-statistics and their jackknifed estimator of dispersion matrix. Asymptotic admissibility properties of the classical U-statistics, their preliminary test version and the proposed estimators are stu...
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This paper considers the problem of estimating a high-dimensional vector of parameters θ ∈ R from a noisy observation. The noise vector is i.i.d. Gaussian with known variance. For a squared-error loss function, the James-Stein (JS) estimator is known to dominate the simple maximum-likelihood (ML) estimator when the dimension n exceeds two. The JS-estimator shrinks the observed vector towards th...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1984
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610928408828857