Generalized james-stein estimatoes |
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| Authors: | Tze Fen Li lea Hon Kuo |
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| Institution: | 1. Department of Mathematics , University of North Carolina at Charlotte , Charlotte, NC, 28223;2. Michigan Department of Transportation , Research Laboratory Section , Lansing, Ml, 48909 |
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| Abstract: | Let the p-component vector X be normally distributed with mean θ and covariance σ2I where I denotes the identity matrix. Stein's estimator of θ is kown to dominate the usual estimator X for p ≥ 3, We obtain a family of estimators which dominate Stein's estimator for p≥ 3 |
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| Keywords: | admissible minimax |
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