Title of article
Estimating Risk and the Mean Squared Error Matrix in Stein Estimation
Author/Authors
Kubokawa، نويسنده , , T. and Srivastava، نويسنده , , M.S.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2002
Pages
26
From page
39
To page
64
Abstract
It is well known that the uniformly minimum variance unbiased (UMVU) estimators of the risk and the mean squared error (MSE) matrix proposed in the literature for Stein estimators can take negative values with positive probability. In this paper, improved truncated estimators of the risk, risk difference, and MSE matrix are proposed and shown to be better than the UMVU estimators in terms of mean squared error.
Keywords
Risk , Risk difference , truncated estimators of risk , Inadmissibility , Quadratic loss , uniformly minimum variance unbiased estimators
Journal title
Journal of Multivariate Analysis
Serial Year
2002
Journal title
Journal of Multivariate Analysis
Record number
1557791
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