James-Stein Estimation. Program Statistics Research, Technical Report No. 89-86.

Autor/inn/en	Brandwein, Ann Cohen; Strawderman, William E.
Institution	Educational Testing Service, Princeton, NJ.
Titel	James-Stein Estimation. Program Statistics Research, Technical Report No. 89-86.
Quelle	(1989), (46 Seiten) PDF als Volltext kostenfreie Datei Verfügbarkeit
Sprache	englisch
Dokumenttyp	gedruckt; online; Monographie
Schlagwörter	Quantitative Daten; Equations (Mathematics); Estimation (Mathematics); Maximum Likelihood Statistics; Statistical Distributions + Suchen Sie Ihr Suchwort? Equations; Mathematics; Gleichungslehre; Estimation; Schätzung; Wahrscheinlichkeitsverteilung
Abstract	This paper presents an expository development of James-Stein estimation with substantial emphasis on exact results for nonnormal location models. The themes of the paper are: (1) the improvement possible over the best invariant estimator via shrinkage estimation is not surprising but expected from a variety of perspectives; (2) the amount of shrinkage allowable to preserve domination over the best invariant estimator is, when properly interpreted, relatively free from the assumption of normality; and (3) the potential savings in risk are substantial when accompanied by good quality prior information. Relatively, much less emphasis is placed on choosing a particular shrinkage estimator than on demonstrating that shrinkage should produce worthwhile gains in problems where the error distribution is spherically symmetric. In addition, such gains are relatively robust with respect to assumptions concerning distribution and loss. (Contains 1 figure and 53 references.) (Author/SLD)
Erfasst von	ERIC (Education Resources Information Center), Washington, DC