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Optimality of the Stein-type Estimator for Variance

โœ Scribed by Yasuchi Nagata


Book ID
108566368
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
222 KB
Volume
48
Category
Article
ISSN
1352-4739

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Stein-type improvements of confidence in
โœ Sanat K. Sarkar ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 322 KB

Based on independent random matices X: p x m and S: p x p distributed, respectively, as Npm(#, E ยฎ I,~) and Wp(n, ~) with # unknown and n > p, the problem of obtaining confidence interval for IEI is considered. Stein's idea of improving the best affine equivariant point estimator of IE[ has been ada