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Double shrinkage estimation of ratio of scale parameters

โœ Scribed by Tatsuya Kubokawa


Publisher
Springer Japan
Year
1994
Tongue
English
Weight
958 KB
Volume
46
Category
Article
ISSN
0020-3157

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A Paradox Concerning Shrinkage Estimator
โœ Dominique Fourdrinier; William E. Strawderman ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 953 KB

When estimating, under quadratic loss, the location parameter % of a spherically symmetric distribution with known scale parameter, we show that it may be that the common practice of utilizing the residual vector as an estimate of the variance is preferable to using the known value of the variance.