The asymptotic expansion of the Stein estimators for the vector case

DOI10.1007/BF02480228zbMath0444.62030OpenAlexW2011209155MaRDI QIDQ1144864

D. J. de Waal, Abrie J. van der Merwe

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480228

zbMATH Keywords

characteristic functionsmeansvariancesquadratic loss functionsasymptotic expansion of Stein estimatorsvector case

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10)

Related Items (2)

The asymptotic expansion of the Stein estimators for the vector case ⋮ The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal

Cites Work

• The asymptotic expansion of the Stein estimators for the vector case
• Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
• On the sampling distribution of improved estimators for coefficients in linear regression
• Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis
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