An Improvement of the James-Stein Estimator with Some Shrinkage Points using the Stein Variance Estimator
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, Ki won | - |
dc.contributor.author | Baek, Hoh Yoo | - |
dc.date.accessioned | 2022-07-16T09:07:03Z | - |
dc.date.available | 2022-07-16T09:07:03Z | - |
dc.date.created | 2021-05-13 | - |
dc.date.issued | 2013-07 | - |
dc.identifier.issn | 2287-7843 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/162354 | - |
dc.description.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. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | 한국통계학회 | - |
dc.title | An Improvement of the James-Stein Estimator with Some Shrinkage Points using the Stein Variance Estimator | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Lee, Ki won | - |
dc.identifier.doi | 10.5351/CSAM.2013.20.4.329 | - |
dc.identifier.bibliographicCitation | Communications for Statistical Applications and Methods, v.20, no.4, pp.329 - 337 | - |
dc.relation.isPartOf | Communications for Statistical Applications and Methods | - |
dc.citation.title | Communications for Statistical Applications and Methods | - |
dc.citation.volume | 20 | - |
dc.citation.number | 4 | - |
dc.citation.startPage | 329 | - |
dc.citation.endPage | 337 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001790325 | - |
dc.description.journalClass | 2 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Shrinkage points | - |
dc.subject.keywordAuthor | James-Stein estimator | - |
dc.subject.keywordAuthor | Stein variance estimator | - |
dc.subject.keywordAuthor | domination. | - |
dc.identifier.url | http://koreascience.or.kr/article/JAKO201322836625266.page | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
222, Wangsimni-ro, Seongdong-gu, Seoul, 04763, Korea+82-2-2220-1365
COPYRIGHT © 2021 HANYANG UNIVERSITY.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.