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Asymptotic theory of simultaneous estimation of Poisson means

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Publication:1017633
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DOI10.1016/j.laa.2008.12.011zbMath1160.62019OpenAlexW2059218771MaRDI QIDQ1017633

Shuangzhe Liu, S. Ejaz Ahmed

Publication date: 12 May 2009

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2008.12.011


zbMATH Keywords

local alternativesasymptotic distributional riskJames-Stein rulepreliminary test and shrinkage estimators


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)


Related Items

Shrinkage estimation for the mean of the inverse Gaussian population ⋮ Simultaneous estimation of Cronbach’s alpha coefficients



Cites Work

  • Unnamed Item
  • Statistical decision theory and Bayesian analysis. 2nd ed
  • Improved biased estimation in an ANOVA model
  • Assessing the process capability index for non-normal processes
  • Risk comparison of some shrinkage M-estimators in linear models
  • SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS
  • Asymptotic Expansion of the Coverage Probability of James–Stein Estimators
  • A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss
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