On two-stage james-stein sstimators
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Publication:3716070
DOI10.1080/07474948408836044zbMath0588.62078MaRDI QIDQ3716070
Publication date: 1983
Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948408836044
stopping rules; shrinkage estimators; multivariate normal distribution; two-stage procedure; James-Stein estimators; minimum risk (point) estimation of the mean; relative risk efficiency results
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