Accession Number:

ADA167033

Title:

A Note on Estimating the Improvement in Stein-Type Estimators.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1986-04-10

Pagination or Media Count:

15.0

Abstract:

In estimating the mean of a multivariate normal distribution under squared error loss, the maximum likelihood estimation may be uniformly improved upon. For a dominating estimator, how may we estimate the improvement Results from Efron and Morris enable a unique unbiased estimator of the improvement for orthogonally invariant estimators. However, this estimator neednt be admissible. We develop, for the James-Stein estimator, alternative improvement estimators. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE