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Showing 1 to 4 of 4 for “"James Stein"”.
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Improved Estimators Under Squared Error Loss (Stein Estimator, Decision Theory, Empirical Bayes, Quadratic, Robust Estimation)
Much work on the James-Stein (1964) estimator or an improved estimator under squared error loss has been done with the assumption of independently identically distributed normal errors.
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Shrinkage Estimation for Aalen's Additive Model
… hypothesis (prior information) and produce James-Stein-type of shrinkage estimators. We develop the asymptotic joint distribution of such restricted and unrestricted estimators and use it for studying the relative performance of the proposed estimators via their asymptotic distributional …
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Geometric Methods for Point Estimation
… estimator for Frechet means that is inspired by Stein's estimator. This estimator utilizes metric space geodesics to shrink an estimate towards a pre-specified, shrinkage point. It is shown that the performance of this geodesic James-Stein estimator depends on the curvature of the underlying …
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Statistical methods for binomial and Gaussian sequences
We propose new methods and frameworks for approaching three different statistical sequence problems. The first is a tree-based computational method for calculating the Poisson Binomial distribution function, which is the distribution of a sum of independent but not identically distributed Bernoulli …