A semiparametric basis for combining estimation problems under quadratic loss

Journal of the American Statistical Association

Volumn 99, Issue 466, 2004, Pages 479-487

  Judge, George G ^a   Mittelhammer, Ron C ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

Asymptotic and finite sample risk; Data dependent shrinkage vector; Ill conditioned design; Quadratic loss; Semipara metric estimation and inference; Stein like shrinkage

Indexed keywords

EID: 2942628179     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214504000000430     Document Type: Article

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