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Mean squared error of James–Stein estimators for measurement error models

✍ Scribed by Meixi Guo; Malay Ghosh


Book ID
119373009
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
251 KB
Volume
82
Category
Article
ISSN
0167-7152

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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