Estimating risk and the mean squared error matrix in stein estimation

Journal of Multivariate Analysis

Volumn 82, Issue 1, 2002, Pages 39-64

  Kubokawa, T ^a,b   Srivastava, M S ^a,b  

^a UNIVERSITY OF TOKYO   (Japan)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

Inadmissibility; Quadratic loss; Risk; Risk difference; Truncated estimators of risk; Uniformly minimum variance unbiased estimators

Indexed keywords

EID: 0036338724     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2001.2020     Document Type: Article

References (26)

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