학술논문
On shrinkage estimators improving the positive part of James-Stein estimator
Document Type
research-article
Author
Source
Demonstratio Mathematica. 54(1):462-473
Subject
Language
English
ISSN
2391-4661
Abstract
In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that dominate the positive part of James-Stein estimator. Then, we treat estimators of polynomial form and prove if we increase the degree of the polynomial we can build a better estimator from the one previously constructed. Furthermore, we discuss the minimaxity property of the considered estimators.