On the sampling performance of an improved Stein inequality restricted estimator

Kazuhiro Ohtani; Alan T.K. Wan

On the sampling performance of an improved Stein inequality restricted estimator

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Abstract

Using the Stein (1964) variance estimator, this paper defines a modified Stein inequality constrained estimator and derives its exact risk under quadratic loss. Numerical evaluations show that over a wide range of the parameter space, the modified Stein inequality constrained estimator has lower risk than the traditional Stein inequality constrained estimator introduced by Judge et al. (1984). © Australian Statistical Publishing Association Inc. 1998. Published by Blackwell Publishers Ltd.

Original language	English
Pages (from-to)	181-187
Journal	Australian and New Zealand Journal of Statistics
Volume	40
Issue number	2
Publication status	Published - Jun 1998

Research Keywords

Inequality constraints
Quadratic loss
Stein-rule

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title = "On the sampling performance of an improved Stein inequality restricted estimator",

abstract = "Using the Stein (1964) variance estimator, this paper defines a modified Stein inequality constrained estimator and derives its exact risk under quadratic loss. Numerical evaluations show that over a wide range of the parameter space, the modified Stein inequality constrained estimator has lower risk than the traditional Stein inequality constrained estimator introduced by Judge et al. (1984). {\textcopyright} Australian Statistical Publishing Association Inc. 1998. Published by Blackwell Publishers Ltd.",

keywords = "Inequality constraints, Quadratic loss, Stein-rule",

author = "Kazuhiro Ohtani and Wan, {Alan T.K.}",

year = "1998",

month = jun,

language = "English",

volume = "40",

pages = "181--187",

journal = "Australian and New Zealand Journal of Statistics",

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AU - Ohtani, Kazuhiro

AU - Wan, Alan T.K.

PY - 1998/6

Y1 - 1998/6

N2 - Using the Stein (1964) variance estimator, this paper defines a modified Stein inequality constrained estimator and derives its exact risk under quadratic loss. Numerical evaluations show that over a wide range of the parameter space, the modified Stein inequality constrained estimator has lower risk than the traditional Stein inequality constrained estimator introduced by Judge et al. (1984). © Australian Statistical Publishing Association Inc. 1998. Published by Blackwell Publishers Ltd.

AB - Using the Stein (1964) variance estimator, this paper defines a modified Stein inequality constrained estimator and derives its exact risk under quadratic loss. Numerical evaluations show that over a wide range of the parameter space, the modified Stein inequality constrained estimator has lower risk than the traditional Stein inequality constrained estimator introduced by Judge et al. (1984). © Australian Statistical Publishing Association Inc. 1998. Published by Blackwell Publishers Ltd.

KW - Inequality constraints

KW - Quadratic loss

KW - Stein-rule

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0043044677&origin=recordpage

M3 - RGC 21 - Publication in refereed journal

SN - 1369-1473

VL - 40

SP - 181

EP - 187

JO - Australian and New Zealand Journal of Statistics

JF - Australian and New Zealand Journal of Statistics

IS - 2

ER -

On the sampling performance of an improved Stein inequality restricted estimator

Abstract

Research Keywords

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