1. A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage
- Author
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William E. Strawderman, Takeru Matsuda, and Yuan-Tsung Chang
- Subjects
Statistics and Probability ,Scale (ratio) ,Gaussian ,010102 general mathematics ,Estimator ,Minimax ,01 natural sciences ,Statistics::Computation ,010104 statistics & probability ,symbols.namesake ,Bayes' theorem ,Dimension (vector space) ,symbols ,Statistics::Methodology ,Applied mathematics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Shrinkage ,Mathematics - Abstract
We study improved shrinkage estimation of a vector of non-negative means. We concentrate on the Gaussian case with known scale, but do not necessarily assume the initial estimator is minimax. As a result, we find improved shrinkage estimators in fewer than 3 dimension in certain cases. Generalized Bayes estimators which may be improved via shrinkage in 1 and 2 dimensions illustrate the result. We also consider improved positive part estimators.
- Published
- 2019
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