Article ID Journal Published Year Pages File Type
1146812 Journal of Multivariate Analysis 2009 6 Pages PDF
Abstract

The paper develops a general class of shrinkage estimators for estimating the normal mean, which dominates the sample mean in three or higher dimensions under a general divergence loss. In the process, the earlier works of James and Stein [11] and Efron and Morris [5] are generalized considerably.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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