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September, 1984 The Data-Smoothing Aspect of Stein Estimates
Ker-Chau Li, Jiunn Tzon Hwang
Ann. Statist. 12(3): 887-897 (September, 1984). DOI: 10.1214/aos/1176346709

Abstract

The data smoothing aspect of Stein estimates is explored in the nonparametric regression settings. We show that appropriately shrinking the raw data towards any linear smoother will provide a robust "smoother" (which dominates the raw data and hence has a bounded maximum risk when the average squared error loss is concerned).

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Ker-Chau Li. Jiunn Tzon Hwang. "The Data-Smoothing Aspect of Stein Estimates." Ann. Statist. 12 (3) 887 - 897, September, 1984. https://doi.org/10.1214/aos/1176346709

Information

Published: September, 1984
First available in Project Euclid: 12 April 2007

zbMATH: 0557.62007
MathSciNet: MR751280
Digital Object Identifier: 10.1214/aos/1176346709

Subjects:
Primary: 62C20
Secondary: 62F35, 62G99, 62J99

Rights: Copyright © 1984 Institute of Mathematical Statistics

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Vol.12 • No. 3 • September, 1984
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