On two-stage shrinkage testtimation

DOI10.1080/03610929008830395zbMATH Open0736.62046OpenAlexW2032387719MaRDI QIDQ3978077FDOQ3978077

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

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zbMATH Keywords

quadratic losslocal optimalitymatrix losslocal unbiasednesslocal risk-unbiasednesstwo stage shrinkage testimation

Mathematics Subject Classification ID

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

Cites Work

• Parametric robustness: Small biases can be worthwhile
• Asymptotic properties of maximum likelihood estimators based on conditional specification
• Title not available (Why is that?)
• A note on shrinkage factors in two stage testimation

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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