Asymptotic mean squared error of constrained James-Stein estimators

DOI10.1016/J.JSPI.2003.07.016zbMath1091.62008OpenAlexW2057361880MaRDI QIDQ1888856

Dal Ho Kim, Myung Joon Kim, Malay Ghosh

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.07.016

zbMATH Keywords

AsymptoticsMean squared errorConstrained empirical Bayes

Mathematics Subject Classification ID

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

Related Items (1)

Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function

Cites Work

• Constrained Bayes Estimation With Applications
• Robust Estimation of Mean Squared Error of Small Area Estimators
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• The Estimation of the Mean Squared Error of Small-Area Estimators
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