On Some Classes of Estimators Derived from the Positive Part of James–Stein Estimator
This work consists of developing shrinkage estimation strategies for the multivariate normal mean when the covariance matrix is diagonal and known. The domination of the positive part of James–Stein estimator (PPJSE) over James–Stein estimator (JSE) relative to the balanced loss function (BLF) is an...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2023-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2023/5221061 |