An application of the Rao-Blackwell theorem in preliminary test estimators

J. C. Arnold and S. K. Katti

Journal of Multivariate Analysis, 1972, vol. 2, issue 2, 236-238

Abstract: Preliminary test estimators are defined for estimating vector parameters. This note illustrates the use of the Rao-Blackwell theorem for uniformly reducing the risk of these estimators when one is based upon the sufficient statistic. The results given are valid for a class of risk functions, including the generalized mean squared error, the trace, and the largest characteristic root.

Keywords: Rao-Blackwell; theorem; preliminary; test; estimators; generalized; mean; squared; error; trace; largest; characteristic; root (search for similar items in EconPapers)
Date: 1972
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Citations: View citations in EconPapers (1)

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