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Finite-sample properties of the Graybill–Deal estimator

✍ Scribed by Tiefeng Ma; Rendao Ye; Lijie Jia


Book ID
108193561
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
151 KB
Volume
141
Category
Article
ISSN
0378-3758

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📜 SIMILAR VOLUMES


A note on second-order admissibility of
✍ Nabendu Pal; Wooi K. Lim 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 295 KB

Consider the problem of estimating the common mean of several normal populations with unknown and possibly unequal variances under the squared error loss function. The well-known unbiased estimator of the common mean is the Graybill-Deal estimator. The general admissibility (or otherwise) of this es