Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean

Andrew Rukhin

Annals of the Institute of Statistical Mathematics, 1992, vol. 44, issue 2, 299-311

Keywords: Bowl-shaped loss function; Brewster-Zidek estimator of normal variance; James-Stein estimator of normal mean; relative risk reduction; positive normal mean; Stein estimator of normal variance (search for similar items in EconPapers)
Date: 1992
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF00058642 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:44:y:1992:i:2:p:299-311

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/BF00058642

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().