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).
Citation
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
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