Comparison of Risk Ratios of Shrinkage Estimators in High Dimensions
In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced loss function. The James–Stein estimator is one of a group of shrinkage estimators that has been proposed in the existing literature. For these estimators, sufficient criteria for minimaxity have been establis...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-12-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/10/1/52 |