Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: shrinkage estimators

Sortuj według:

Ogranicz wyniki do:

On shrinkage estimators improving the positive part of James-Stein estimator

Hamdaoui Abdenour

Demonstratio Mathematica

2021

Vol. 54, nr 1

462--473

In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that dominate the positive part of James-Stein estimator. Then, we treat estimators of polynomial form and prove if we increase the degree of the polynomial we can build a better estimator from the one previously constructed. Furthermore, we discuss the minimaxity property of the considered estimators.