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Communications in Statistics - Theory and Methods Volume 15, 1986 - Issue 7
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Original Articles

A formal bayes multiple shrinkage estimator

Edward I. George Graduate School of Business, University of Chicago, Chicago, 60637, Illinois
Pages 2099-2114 | Published online: 02 Nov 2010

Citations (12)

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Read on this site (3)

Wang-Shu Lu. (1993) Estimations in the normal regression empirical bayes model. Communications in Statistics - Theory and Methods 22:6, pages 1773-1794.
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S.J. Steel. (1993) Group adaptive stein estimation of normal means. Communications in Statistics - Simulation and Computation 22:3, pages 723-737.
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C. S. Withers. (1990) Shrinkage estimates based on orthogonal decomposition of the sample space. Communications in Statistics - Theory and Methods 19:2, pages 505-526.
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Articles from other publishers (9)

Dominique Fourdrinier, William E. Strawderman & Martin T. WellsDominique Fourdrinier, William E. Strawderman & Martin T. Wells. 2018. Shrinkage Estimation. Shrinkage Estimation 63 126 .
Edward I. George, Feng Liang & Xinyi Xu. (2012) From Minimax Shrinkage Estimation to Minimax Shrinkage Prediction. Statistical Science 27:1.
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Xinyi Xu & Dunke Zhou. (2011) Empirical Bayes predictive densities for high-dimensional normal models. Journal of Multivariate Analysis 102:10, pages 1417-1428.
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Richard F. MacLehose & David B. Dunson. (2010) Bayesian Semiparametric Multiple Shrinkage. Biometrics 66:2, pages 455-462.
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Edward I. George, Feng Liang & Xinyi Xu. (2006) Improved minimax predictive densities under Kullback–Leibler loss. The Annals of Statistics 34:1.
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Martin R. Young & Peter J. Lenk. (1998) Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection. Management Science 44:11-part-2, pages S111-S124.
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C. S. Withers. (1991) A class of multiple shrinkage estimators. Annals of the Institute of Statistical Mathematics 43:1, pages 147-156.
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Toyoaki Akai. (1989) Simultaneous estimation of means of classified normal observations. Annals of the Institute of Statistical Mathematics 41:3, pages 485-502.
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J.P. Dupreez & J.H. Venter. (1989) A group adaptive empirical Bayes estimator of normal means. Journal of Statistical Planning and Inference 22:1, pages 29-41.
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