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A new perspective on dominating the James-Stein estimator
Yuzo Maruyama, Akimichi Takemura
https://arxiv.org/abs/2509.17504 https://arxiv.org/pdf/2509.1750…

A new perspective on dominating the James-Stein estimator
This paper presents a novel approach to constructing estimators that dominate the classical James-Stein estimator under the quadratic loss for multivariate normal means. Building on Stein's risk representation, we introduce a new sufficient condition involving a monotonicity property of a transformed shrinkage function. We derive a general class of shrinkage estimators that satisfy minimaxity and dominance over the James-Stein estimator, including cases with polynomial or logarithmic convergenc…