On two-stage james-stein sstimators

DOI10.1080/07474948408836044zbMath0588.62078OpenAlexW2026938886MaRDI QIDQ3716070

Pranab Kumar Sen, Malay Ghosh

Publication date: 1983

Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948408836044

zbMATH Keywords

stopping rulesshrinkage estimatorsmultivariate normal distributiontwo-stage procedureJames-Stein estimatorsminimum risk (point) estimation of the meanrelative risk efficiency results

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

Related Items (6)

Applications of Sequentially Estimating the Mean in a Normal Distribution Having Equal Mean and Variance ⋮ Two-stage point estimation with a shrinkage stopping rule ⋮ Equivariant two-stage estimation of a noral mean ⋮ Inadmissibility of the uncombined two-stage estimator when additional samples are available ⋮ Fixed–size confidence regions for the mean vector of a multinormal distribution ⋮ Truncated Sequential Procedures

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