On Stein's Estimator.

Abstract

Stein's estimator for k normal means is known to dominate the maximum likelihood estimator for k > or = 3 and quadratic loss function. In this paper are given certain optimal properties of Stein's estimator for a generalized loss function. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1976
Accession Number
ADA082177

Entities

People

  • James S. Hawkes
  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Bayesian Networks
  • Coefficients
  • Computations
  • Contracts
  • Equations
  • Estimators
  • Functions (Mathematics)
  • Hypergeometric Functions
  • Inequalities
  • Integrals
  • Mathematical Analysis
  • Mathematics
  • Normal Distribution
  • Observation
  • Polynomials
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Life Cycle Cost Analysis

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms