Inadmissibility of the Stein-rule estimator under the balanced loss function
type: Item
instance of: scholarly article
title: Inadmissibility of the Stein-rule estimator under the balanced loss function
zbMATH Open document ID: 0933.62008
DOI: 10.1016/S0304-4076(98)00030-X
author: Kazuhiro Ohtani
published in: Journal of Econometrics
publication date: 2000-04-02T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1342904
zbMATH Keywords: inadmissibility
zbMATH Keywords: Stein variance estimator
zbMATH Keywords: Stein-rule estimator
zbMATH Keywords: balanced loss function
MaRDI profile type: Publication
cites work: Improving the James-Stein estimator using the Stein variance estimator
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cites work: Weighted balanced loss function and estimation of the mean time to failure
cites work: Q3237829
cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
cites work: Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
cites work: Bayesian Estimation and Prediction Using Asymmetric Loss Functions
cites work: Q4284855
Wikidata QID: Q126804667
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description: scientific article; zbMATH DE number 1342904