Two-stage point estimation with a shrinkage stopping rule (Q1337186): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4747418 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential shrinkage estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On two-stage james-stein sstimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3185327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of noncentrality parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential shrinkage estimation of the difference between two multivariate normal means / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Statistical Inference and its Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3237829 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the mean of a multivariate normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716019 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 10:06, 23 May 2024

scientific article
Language Label Description Also known as
English
Two-stage point estimation with a shrinkage stopping rule
scientific article

    Statements

    Two-stage point estimation with a shrinkage stopping rule (English)
    0 references
    0 references
    0 references
    0 references
    30 October 1994
    0 references
    0 references
    0 references
    0 references
    0 references
    domination of sample size
    0 references
    asymptotic risk
    0 references
    asymptotic efficiency
    0 references
    asymptotic consistency
    0 references
    mean vector
    0 references
    normal distribution
    0 references
    stopping rule
    0 references
    James-Stein shrinkage estimator
    0 references
    two-stage procedure
    0 references
    sequence of local alternatives
    0 references
    Monte Carlo simulation
    0 references
    average sample sizes
    0 references
    risks of estimators
    0 references