On a Two-Stage Estimate of the Mean
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Publication:5629033
DOI10.2307/2284851zbMath0223.62034OpenAlexW4252882926MaRDI QIDQ5629033
Publication date: 1971
Full work available at URL: https://doi.org/10.2307/2284851
Related Items (7)
A note on shrinkage factors in two stage testimation ⋮ A two stage shrinkage testimator for the mean of an exponential distribution ⋮ On double stage minimum discrimination information estimators of the interval constrained normal mean ⋮ Two-stage james-stein estimators of the mean based on prior knowledge ⋮ On testimation of a probability density: the normal case ⋮ A note on combining parametric and non-parametric regression ⋮ A non-bayesian approach to estimation using tested priors
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