Shrinkage Estimation towards a Closed Convex Set with a Smooth Boundary
نویسندگان
چکیده
منابع مشابه
James-Stein type estimator by shrinkage to closed convex set with smooth boundary
We give James-Stein type estimators of multivariate normal mean vector by shrinkage to closed convex set K with smooth or piecewise smooth boundary. The rate of shrinkage is determined by the curvature of boundary of K at the projection point onto K . By considering a sequence of polytopes K j converging to K , we show that a particular estimator we propose is the limit of a sequence of estimat...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2000
ISSN: 0047-259X
DOI: 10.1006/jmva.1999.1895