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An Improvement of the James-Stein Estimator with Some Shrinkage Points using the Stein Variance Estimator
- Authors
- Lee, Ki won; Baek, Hoh Yoo
- Issue Date
- Jul-2013
- Publisher
- 한국통계학회
- Keywords
- Shrinkage points; James-Stein estimator; Stein variance estimator; domination.
- Citation
- Communications for Statistical Applications and Methods, v.20, no.4, pp.329 - 337
- Indexed
- KCI
- Volume
- 20
- Number
- 4
- Start Page
- 329
- End Page
- 337
- ISSN
- 2287-7843
- Abstract
- Consider a p-variate(p ≥ 3) normal distribution with mean and covariance matrix Σ = 2I p for any unknown scalar 2. In this paper we improve the James-Stein estimator of in cases of shrinking toward some vectors using the Stein variance estimator. It is also shown that this domination does not hold for the positive part versions of these estimators.
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Related Researcher
- Lee, Ki won
- COLLEGE OF ENGINEERING (INNOVATION CENTER FOR ENGINEERING EDUCATION)