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Bootstrapping the Mean Integrated Squared Error

✍ Scribed by R. Cao


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
667 KB
Volume
45
Category
Article
ISSN
0047-259X

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Estimating Risk and the Mean Squared Err
✍ T. Kubokawa; M.S. Srivastava πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 191 KB

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