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The exact Mean Squared Error of Stein-rule estimator in linear models

✍ Scribed by Shyamal Das Peddada; Parthasarathi Lahiri

Publisher
Elsevier Science
Year
1988
Tongue
English
Weight
416 KB
Volume
18
Category
Article
ISSN
0378-3758

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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