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An Improvement of the James-Stein Estimator with Some Shrinkage Points using the Stein Variance Estimator
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| 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.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.format.extent | 9 | - |
| dc.language | 영어 | - |
| dc.language.iso | ENG | - |
| 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.publisher.location | 대한민국 | - |
| 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.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.identifier.kciid | ART001790325 | - |
| 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 | - |
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