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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