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Bayesian input in Stein estimation and a new minimax empirical Bayes estimator

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  • Berger, J.
  • Berliner, L.M.

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  • Berger, J. & Berliner, L.M., 1984. "Bayesian input in Stein estimation and a new minimax empirical Bayes estimator," Journal of Econometrics, Elsevier, vol. 25(1-2), pages 87-108.
    • Handle: RePEc:eee:econom:v:25:y:1984:i:1-2:p:87-108
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    Cited by:

    1. Sinha, Pankaj & Jayaraman, Prabha, 2010. "Robustness of Bayes decisions for normal and lognormal distributions under hierarchical priors," MPRA Paper 22416, University Library of Munich, Germany.
    2. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2018. "Robust linear static panel data models using ε-contamination," Journal of Econometrics, Elsevier, vol. 202(1), pages 108-123.
    3. Vasyl Golosnoy & Yarema Okhrin, 2007. "Multivariate Shrinkage for Optimal Portfolio Weights," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 441-458.
    4. Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2014. "Robust linear static panel data models using epsilon-contamination," MPRA Paper 59896, University Library of Munich, Germany.
    5. Himanshu Rai & Sanjeev K. Tomer & Anoop Chaturvedi, 2021. "Robust estimation with variational Bayes in presence of competing risks," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 207-223, August.

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