Component risk in multiparameter estimation (Q1086944)
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scientific article; zbMATH DE number 3986433
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| English | Component risk in multiparameter estimation |
scientific article; zbMATH DE number 3986433 |
Statements
Component risk in multiparameter estimation (English)
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1986
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Um das Komponentenrisiko der James-Stein Schätzer zu reduzieren, werden andere Modifikationen als jene von \textit{B. Efron} und \textit{C. Morris} [J. Am. Stat. Assoc. 67, 130-139 (1972; Zbl 0231.62013)] vorgeschlagen, die bessere Eigenschaften in bezug auf das maximale Komponentenrisiko aufweisen. Die Resultate werden numerisch untermauert.
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component risk
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multiparameter estimation
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quadratic loss
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Stein's estimators
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James-Stein estimator
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multivariate normal distribution
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maximum likelihood estimators
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risk
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Stein's rule
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0.7842821478843689
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0.7691201567649841
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0.7563344836235046
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0.7551203370094299
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