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A minimax result related to Stein's effect

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References

  1. Gutmann, S. (1983). Decisions immune to Stein's effectSankhyā, A (to appear).

  2. Stein, C. (1956). Inadmissibility of the usual estimator for the mean of a multivariate normal distribution,Proc. 3rd Berkeley Symp. Math. Statist. Prob., Univ. of Calif. Press, Berkeley,1, 197–206.

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  1. Northeastern University, Boston, USA

    Sam Gutmann

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  1. Sam Gutmann
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Gutmann, S. A minimax result related to Stein's effect. Ann Inst Stat Math 35, 235–241 (1983). https://doi.org/10.1007/BF02480979

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  • DOI: https://doi.org/10.1007/BF02480979

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