A property of Stein's estimator for the mean of a multivariate normal distribution期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

A property of Stein's estimator for the mean of a multivariate normal distribution

Authors:	V. Susarla

Affiliation:	*Department of Mathematics, University of Wisconsin-Milwaukee, U.S.A.

Abstract:	A uniform bound on the risk (under squared error loss) of Stein's estimator Ψ₁ for the mean of the multivariate normal distribution is given. Using the bound, the asymptotic behaviour of the risk of Ψ₁ under a Bayesian assumption is obtained.

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