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Mean squared error and selection in multivariate calibration

โœ Scribed by P.J. Brown; C.H. Spiegelman


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
218 KB
Volume
12
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES


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