An entropy estimator improving mean squared error
β Scribed by Yasunari Yokota; Motoki Shiga
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 930 KB
- Volume
- 87
- Category
- Article
- ISSN
- 1042-0967
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It is well known that the uniformly minimum variance unbiased (UMVU) estimators of the risk and the mean squared error (MSE) matrix proposed in the literature for Stein estimators can take negative values with positive probability. In this paper, improved truncated estimators of the risk, risk diffe
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