The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal

DOI10.1007/BF02480961zbMath0511.62028OpenAlexW2061695473MaRDI QIDQ1838789

Abrie J. van der Merwe

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1007/bf02480961

zbMATH Keywords

asymptotic expansionmeansquadratic loss functionStein estimatorvariancesexact momentsnearly equal population means

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

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
• The asymptotic expansion as well as the exact moments of the Stein estimator when the population means are nearly equal
• On the sampling distribution of improved estimators for coefficients in linear regression
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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