Two-Stage Point Estimation with a Shrinkage Stopping Rule.
Metrika (1994)
- Volume: 41, Issue: 5, page 293-306
- ISSN: 0026-1335; 1435-926X/e
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topSaleh, A.K.Md.E., and Kubokawa, T.. "Two-Stage Point Estimation with a Shrinkage Stopping Rule.." Metrika 41.5 (1994): 293-306. <http://eudml.org/doc/176526>.
@article{Saleh1994,
author = {Saleh, A.K.Md.E., Kubokawa, T.},
journal = {Metrika},
keywords = {domination of sample size; asymptotic risk; asymptotic efficiency; asymptotic consistency; mean vector; normal distribution; stopping rule; James-Stein shrinkage estimator; two-stage procedure; sequence of local alternatives; Monte Carlo simulation; average sample sizes; risks of estimators},
number = {5},
pages = {293-306},
title = {Two-Stage Point Estimation with a Shrinkage Stopping Rule.},
url = {http://eudml.org/doc/176526},
volume = {41},
year = {1994},
}
TY - JOUR
AU - Saleh, A.K.Md.E.
AU - Kubokawa, T.
TI - Two-Stage Point Estimation with a Shrinkage Stopping Rule.
JO - Metrika
PY - 1994
VL - 41
IS - 5
SP - 293
EP - 306
KW - domination of sample size; asymptotic risk; asymptotic efficiency; asymptotic consistency; mean vector; normal distribution; stopping rule; James-Stein shrinkage estimator; two-stage procedure; sequence of local alternatives; Monte Carlo simulation; average sample sizes; risks of estimators
UR - http://eudml.org/doc/176526
ER -
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