Can I read l_p-norm based James-Stein estimation with minimaxity and sparsity on EtoBox?
l_p-norm based James-Stein estimation with minimaxity and sparsity by Maruyama, Yuzo is a scholarly article available to read on EtoBox.
What is l_p-norm based James-Stein estimation with minimaxity and sparsity about?
A new class of minimax Stein-type shrinkage estimators of a multivariate normal mean is studied where the shrinkage factor is based on an l_p norm. The proposed estimators allow some but not all coordinates to be estimated by 0 thereby allow sparsity as well as minimaxity.
- Author
- Maruyama, Yuzo
- Published
- 2014
- Language
- EN