SHRINKAGE ESTIMATORS WITH GENERAL QUADRATIC LOSS AND DIFFERENTIABLE OR PARTIALLY DIFFERENTIABLE SHRINKAGE FUNCTION

被引：0
|
作者：
CRITICOU, D
TERZAKIS, D
机构：
[1] UNIV CRETE,DEPT MATH,HERAKLION,GREECE
[2] UNIV ROUEN HAUTE NORMANDIE,CNRS,UA 759,F-76130 MT ST AIGNAN,FRANCE
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 1990年 / 8卷 / 02期
关键词：
D O I：
10.1080/07362999008809203
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We place ourselves in the n-dimensional normal linear model, for which the variance is known up to a multiplicative factor. If y is observed, we denote by x the associated maximum likelihood estimator and z=y-x. We denote H(x,z) the realized shrinkage. One is dealing here with an unbiased estimator of the risk using either the differentiability with respect to x and z of H, or the partially differentiability of H with respect to x. © 1990, Taylor & Francis Group, LLC. All rights reserved.
引用
收藏
页码：127 / 156
页数：30
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