An approach to improving the James-Stein estimator

Tatsuya Kubokawa

Journal of Multivariate Analysis, 1991, vol. 36, issue 1, 121-126

Abstract: For the mean vector of a p-variate normal distribution (p [greater, double equals] 3), the generalized Bayes estimators dominating the James-Stein estimator under quadratic loss are given based on the methods of Brown, Brewster and Zidek for estimating a normal variance.

Keywords: James-Stein; estimator; generalized; Bayes; estimator; inadmissibility; quadratic; loss (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (5)

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