Comparisons of improved risk estimators of the multivariate mean vector

DOI10.1016/j.csda.2004.07.027zbMath1431.62283OpenAlexW2000206349MaRDI QIDQ959169

B. U. Khan, S. Ejaz Ahmed

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.07.027

zbMATH Keywords

uncertain prior informationrisk functionsimproved pretest estimatorpercentage risk improvementspositive part of Stein-Rule estimatorquadratic biases

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Shrinkage estimation in general linear models ⋮ Robust optimal decisions with imprecise forecasts ⋮ On the estimation of reliabilty function in a Weibull lifetime distribution

Cites Work

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• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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