Stein estimation / Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman.

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. I...

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Bibliographic Details
Main Authors: Maruyama, Yuzo (Author), Kubokawa, Tatsuya (Author), Strawderman, William E. (Author)
Format: eBook
Language:English
Published: Singapore : Springer, 2023.
Series:SpringerBriefs in statistics. JSS research series in statistics.
Subjects:
Online Access:Click for online access

MARC

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100 1 |a Maruyama, Yuzo,  |e author. 
245 1 0 |a Stein estimation /  |c Yuzo Maruyama, Tatsuya Kubokawa, William E. Strawderman. 
264 1 |a Singapore :  |b Springer,  |c 2023. 
300 |a 1 online resource (viii, 130 pages) :  |b illustrations. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a JSS research series in statistics,  |x 2364-0065 
505 0 |a 1. Decision Theory Preliminaries -- 2. Minimaxity and Improvement on the James-Stein estimator -- 3. Admissibility. 
520 |a 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. 
504 |a Includes bibliographical references. 
588 0 |a Online resource; title from PDF title page (SpringerLink, viewed October 5, 2023). 
650 0 |a Estimation theory. 
650 7 |a Estimation theory  |2 fast 
700 1 |a Kubokawa, Tatsuya,  |e author. 
700 1 |a Strawderman, William E.,  |e author. 
776 0 8 |c Original  |z 9819960762  |z 9789819960767  |w (OCoLC)1391326984 
830 0 |a SpringerBriefs in statistics.  |p JSS research series in statistics.  |x 2364-0065 
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