On two-stage shrinkage testtimation

DOI10.1080/03610929008830395MaRDI QIDQ3978077zbMATH OpenOpenAlexFDO

Authors C. G. Bhattacharya, B. L. S. Prakasa Rao

Publication date 25 June 1992

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929008830395

zbMATH Keywords

quadratic losslocal optimalitymatrix losslocal unbiasednesslocal risk-unbiasednesstwo stage shrinkage testimation

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• A note on shrinkage factors in two stage testimation
• Asymptotic properties of maximum likelihood estimators based on conditional specification
• Parametric robustness: Small biases can be worthwhile

Cited in

(4)

• Two-stage point estimation with a shrinkage stopping rule
• A multiparameter extension of two stage modified shrinkage estimator
• A note on shrinkage factors in two stage testimation
• A note on combining parametric and non-parametric regression

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