Two-stage point estimation with a shrinkage stopping rule

DOI10.1007/BF01895325zbMath0804.62074MaRDI QIDQ1337186

Tatsuya Kubokawa, A. K. Md. Ehsanes Saleh

Publication date: 30 October 1994

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176526

zbMATH Keywords

asymptotic efficiencyMonte Carlo simulationnormal distributionstopping ruleasymptotic consistencytwo-stage procedureasymptotic riskmean vectorsequence of local alternativesaverage sample sizesdomination of sample sizeJames-Stein shrinkage estimatorrisks of estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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