The Data-Smoothing Aspect of Stein Estimates
Li, Ker-Chau ; Hwang, Jiunn Tzon
Ann. Statist., Tome 12 (1984) no. 1, p. 887-897 / Harvested from Project Euclid
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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).
Publié le : 1984-09-14
Classification:  Consistency,  kernel estimates,  nearest neighbor estimates,  nonparametric regression,  smoothing splines,  Stein effect,  62C20,  62G99,  62F35,  62J99 
@article{1176346709,
     author = {Li, Ker-Chau and Hwang, Jiunn Tzon},
     title = {The Data-Smoothing Aspect of Stein Estimates},
     journal = {Ann. Statist.},
     volume = {12},
     number = {1},
     year = {1984},
     pages = { 887-897},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176346709}
}

Li, Ker-Chau; Hwang, Jiunn Tzon. The Data-Smoothing Aspect of Stein Estimates. Ann. Statist., Tome 12 (1984) no. 1, pp.  887-897. http://gdmltest.u-ga.fr/item/1176346709/