On two-stage shrinkage testtimation

DOI10.1080/03610929008830395zbMath0736.62046OpenAlexW2032387719MaRDI QIDQ3978077

C. G. Bhattacharya, B. L. S. Prakasa Rao

Publication date: 25 June 1992

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830395

zbMATH Keywords

quadratic losslocal optimalitymatrix losslocal unbiasednesslocal risk-unbiasednesstwo stage shrinkage testimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (2)

A note on combining parametric and non-parametric regression ⋮ A multiparameter extension of two stage modified shrinkage estimator

Cites Work

• Unnamed Item
• Asymptotic properties of maximum likelihood estimators based on conditional specification
• Parametric robustness: Small biases can be worthwhile
• A note on shrinkage factors in two stage testimation

This page was built for publication: On two-stage shrinkage testtimation