9. Shrinkage

  1. Giovanni Parmigiani1 and
  2. Lurdes Y. T. Inoue2

Published Online: 1 DEC 2010

DOI: 10.1002/9780470746684.ch9

Decision Theory

Decision Theory

How to Cite

Parmigiani, G. and Inoue, L. Y. T. (2009) Shrinkage, in Decision Theory, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9780470746684.ch9

Author Information

  1. 1

    Johns Hopkins University, Baltimore, USA

  2. 2

    University of Washington, Seattle, USA

Publication History

  1. Published Online: 1 DEC 2010
  2. Published Print: 17 APR 2009

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780471496571

Online ISBN: 9780470746684

SEARCH

Keywords:

  • shrinkage;
  • James–Stein estimator;
  • geometric and empirical Bayes heuristics;
  • empirical Bayes shrinkage;
  • general shrinkage functions;
  • Bayes and minimax shrinkage;
  • shrinkage with different likelihood and losses

Summary

This chapter contains sections titled:

  • The Stein effect

  • Geometric and empirical Bayes heuristics

  • General shrinkage functions

  • Shrinkage with different likelihood and losses

  • Exercises