Two-stage point estimation with a shrinkage stopping rule (Q1337186)

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