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Stein estimation

Maruyama, Yuzo.

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Stein estimation

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Stein estimation/ by Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman.
作者:	Maruyama, Yuzo.
其他作者:	Kubokawa, Tatsuya.
出版者:	Singapore :Springer Nature Singapore : : 2023.,
面頁冊數:	viii, 130 p. :ill., digital ;24 cm.
內容註:	1. Decision Theory Preliminaries -- 2. Minimaxity and Improvement on the James-Stein estimator -- 3. Admissibility.
Contained By:	Springer Nature eBook
標題:	Estimation theory. -
電子資源:	https://doi.org/10.1007/978-981-99-6077-4
ISBN:	9789819960774

Stein estimation
Maruyama, Yuzo.

Stein estimation[electronic resource] /by Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman. - Singapore :Springer Nature Singapore :2023. - viii, 130 p. :ill., digital ;24 cm. - JSS research series in statistics,2364-0065. - JSS research series in statistics..

1. Decision Theory Preliminaries -- 2. Minimaxity and Improvement on the James-Stein estimator -- 3. Admissibility.

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. It also presents Stein's unbiased risk estimator and the James-Stein estimator in the first chapter. In the following chapters, the authors consider estimation of the mean vector of a multivariate normal distribution in the known and unknown scale case when the covariance matrix is a multiple of the identity matrix and the loss is scaled squared error. The focus is on admissibility, inadmissibility, and minimaxity of (generalized) Bayes estimators, where particular attention is paid to the class of (generalized) Bayes estimators with respect to an extended Strawderman-type prior. For almost all results of this book, the authors present a self-contained proof. The book is helpful for researchers and graduate students in various fields requiring data analysis skills as well as in mathematical statistics.

ISBN: 9789819960774

Standard No.: 10.1007/978-981-99-6077-4doiSubjects--Topical Terms:

565962
Estimation theory.

LC Class. No.: QA276.8

Dewey Class. No.: 519.544

Stein estimation
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