Finite sample moments of a bootstrap estimator of the james-stein rule (Q4031296): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/07474939208800230 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2037863104 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small sample performance of jackknife confidence intervals for the james-stein estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of Pre-Test and Stein Estimators to Economic Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3796553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimated sampling distributions: The bootstrap and competitors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refining Bootstrap Simultaneous Confidence Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some asymptotic theory for the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: On assessing the precision of Stein's estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4178373 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3806648 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The exact distribution of the Stein-rule estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sampling distribution of shrinkage estimators and their F-ratios in the regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jackknife, bootstrap and other resampling methods in regression analysis / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 15:31, 17 May 2024

scientific article
Language Label Description Also known as
English
Finite sample moments of a bootstrap estimator of the james-stein rule
scientific article

    Statements

    Finite sample moments of a bootstrap estimator of the james-stein rule (English)
    0 references
    0 references
    1 April 1993
    0 references
    0 references
    0 references