Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146812 | Journal of Multivariate Analysis | 2009 | 6 Pages |
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
Authors
Malay Ghosh, Victor Mergel,