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Improving the James-Stein estimator via finite-sum truncation of its positive-part
For estimating the mean vector of a $p$-variate normal distribution ($p \ge 3$) under quadratic loss, the positive-part James--Stein estimator dominates the original James--Stein estimator, but it possesses a non-smooth thresholding boundary. In this paper, by truncating the infinite series represen
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