𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Mean-squared error estimation in transformed Fay–Herriot models

✍ Scribed by Eric V. Slud; Tapabrata Maiti


Book ID
111038927
Publisher
Blackwell Publishing
Year
2006
Tongue
English
Weight
224 KB
Volume
68
Category
Article
ISSN
0952-8385

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Estimating Risk and the Mean Squared Err
✍ T. Kubokawa; M.S. Srivastava 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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