Stein Estimation

by Tatsuya Kubokawa, William E. Strawderman, Yuzo Maruyama

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...

• Format: Paperback
• Language: English
• ISBN: 9819960762
• ISBN13: 9789819960767
• Release Date: October 2023
• Publisher: Springer
• Length: 130 Pages
• Weight: 0.45 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"