Risk Analysis and Robustness of four Shrinkage Estimators

DOI10.1177/0008068319960105zbMath0907.62008OpenAlexW2735471104MaRDI QIDQ4215891

Ching-Hui Chang, Nabendu Pal

Publication date: 1 November 1998

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319960105

zbMATH Keywords

inadmissibilityrisk functionquadratic loss functionlocal risk behavior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

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