Shrinkage estimation with a matrix loss function

Abu-Shanab, R, Kent, JT orcid.org/0000-0002-1861-8349 and Strawderman, WE (2012) Shrinkage estimation with a matrix loss function. Electronic Journal of Statistics, 6. pp. 2347-2355. ISSN 1935-7524

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Copyright, Publisher and Additional Information: This is an open access article under the terms of the Creative Commons Attribution 4.0 International (CC BY 4.0). https://creativecommons.org/licenses/by/4.0/legalcode
Keywords: James-Stein estimator; matrix quadratic loss function; risk; Stein's Lemma
Dates:
  • Published: 14 December 2012
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 14 May 2019 15:12
Last Modified: 14 May 2019 15:12
Status: Published
Publisher: Institute of Mathematical Statistics
Identification Number: https://doi.org/10.1214/12-EJS748

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