Comparisons of improved risk estimators of the multivariate mean vector (Q959169)

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scientific article; zbMATH DE number 5381578
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English
Comparisons of improved risk estimators of the multivariate mean vector
scientific article; zbMATH DE number 5381578

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    Comparisons of improved risk estimators of the multivariate mean vector (English)
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    11 December 2008
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    uncertain prior information
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    quadratic biases
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    risk functions
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    positive part of Stein-Rule estimator
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    improved pretest estimator
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    percentage risk improvements
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