MSE performance of the weighted average estimators consisting of shrinkage estimators
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Publication:4639110
DOI10.1080/03610926.2017.1316860zbMath1462.62447OpenAlexW2274645452MaRDI QIDQ4639110
Publication date: 2 May 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1316860
Stein-rule estimatormean-squared erroradjusted minimum mean-squared error estimatorweighted average estimatorminimum-mean squared error estimator
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Cites Work
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- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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