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Estimating Risk Reduction in Stein Estimation

โœ Scribed by J. H. Venter and S. J. Steel


Book ID
115056972
Publisher
John Wiley and Sons
Year
1990
Tongue
French
Weight
598 KB
Volume
18
Category
Article
ISSN
0319-5724

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Estimating Risk and the Mean Squared Err
โœ T. Kubokawa; M.S. Srivastava ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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