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James-Stein Type Compound Estimation Of Multiple Mean Response Functions And Their Derivatives, Limin Feng
James-Stein Type Compound Estimation Of Multiple Mean Response Functions And Their Derivatives, Limin Feng
Theses and Dissertations--Statistics
Charnigo and Srinivasan originally developed compound estimators to nonparametrically estimate mean response functions and their derivatives simultaneously when there is one response variable and one covariate. The compound estimator maintains self consistency and almost optimal convergence rate. This dissertation studies, in part, compound estimation with multiple responses and/or covariates. An empirical comparison of compound estimation, local regression and spline smoothing is included, and near optimal convergence rates are established in the presence of multiple covariates.
James and Stein proposed an estimator of the mean vector of a p dimensional multivariate normal distribution, which produces a smaller risk than the maximum …