On homogeneous James–Stein type estimators

Djamila Boukehil,Dominique Fourdrinier,Fatiha Mezoued,William E. Strawderman

Statistics & Probability Letters（2022）

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摘要

The shrinkage factor of the James–Stein estimators of a multivariate normal involves the power of the squared norm of X. We show powers of the norm greater than 2 also give improvement, while lesser powers do not.

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