On the sampling performance of an improved Stein inequality restricted estimator
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 181-187 |
| Journal / Publication | Australian and New Zealand Journal of Statistics |
| Volume | 40 |
| Issue number | 2 |
| Publication status | Published - Jun 1998 |
Link(s)
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.
Research Area(s)
- Inequality constraints, Quadratic loss, Stein-rule
Citation Format(s)
On the sampling performance of an improved Stein inequality restricted estimator. / Ohtani, Kazuhiro; Wan, Alan T.K.
In: Australian and New Zealand Journal of Statistics, Vol. 40, No. 2, 06.1998, p. 181-187.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
