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Estimation of the MSE Matrix of the Stein Estimator

✍ Scribed by M. Bilodeau and M. S. Srivastava


Book ID
115056406
Publisher
John Wiley and Sons
Year
1988
Tongue
French
Weight
309 KB
Volume
16
Category
Article
ISSN
0319-5724

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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