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Two-stage point estimation with a shrinkage stopping rule

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1994 Germany English Publisher:Springer Science and Business Media LLCJournal:Metrika, volume 41, pages 293-306 (issn: 0026-1335, eissn: 1435-926X,

Authors: Saleh, A.K.Md.E.; Kubokawa, T.;

doi: 10.1007/bf01895325

Two-stage point estimation with a shrinkage stopping rule

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Abstract

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Germany

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Keywords

normal distribution, Estimation in multivariate analysis, asymptotic efficiency, stopping rule, Optimal stopping in statistics, asymptotic consistency, domination of sample size, Article, James-Stein shrinkage estimator, average sample sizes, 510.mathematics, Sequential estimation, mean vector, two-stage procedure, sequence of local alternatives, risks of estimators, asymptotic risk, Monte Carlo simulation

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