This paper is concerned with tile proOlenl or improving hue ~lma^u~ u~ under Stein＇s loss. By the partial Iwasawa coordinates of covariance matrix, the corresponding risk can be split into three parts. One can use th...This paper is concerned with tile proOlenl or improving hue ~lma^u~ u~ under Stein＇s loss. By the partial Iwasawa coordinates of covariance matrix, the corresponding risk can be split into three parts. One can use the information in the weighted matrix of weighted quadratic loss to improve one part of risk. However, this paper indirectly takes advantage of the information in the sample mean and reuses Iwasawa coordinates to improve the rest of risk. It is worth mentioning that the process above can be repeated. Finally, a Monte Carlo simulation study is carried out to verify the theoretical results.展开更多
基金supported by the National Natural Science Foundation of China under Grant No.11371236the Graduate Student Innovation Foundation of Shanghai University of Finance and Economics(CXJJ-2015-440)
文摘This paper is concerned with tile proOlenl or improving hue ~lma^u~ u~ under Stein＇s loss. By the partial Iwasawa coordinates of covariance matrix, the corresponding risk can be split into three parts. One can use the information in the weighted matrix of weighted quadratic loss to improve one part of risk. However, this paper indirectly takes advantage of the information in the sample mean and reuses Iwasawa coordinates to improve the rest of risk. It is worth mentioning that the process above can be repeated. Finally, a Monte Carlo simulation study is carried out to verify the theoretical results.
