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Institution University of Zambia Subject Restricted Maximum Likelihood Estimator Start Over

1. Asymptotic consistency of the James-stein shrinkage estimator

Mungo, Alex Samuel
2019·University of Zambia

This study establishes the asymptotic consistency of the James-Stein shrinkage estimator (JSSE) ˆ!⇤ n of some parameter ✓, which is obtained by shrinking a maximum likelihood estimator (MLE) ˆ✓n. Our shrinking strategy involves creating a subspace to shrink to by partitioning the parameter space...

Llikelihood estimatorJames-Stein shrinkage estimatorRestricted Maximum Likelihood Estimator
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