Accession Number:

ADA171242

Title:

Notes on the Extended Class of Stein Estimators

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1986-07-01

Pagination or Media Count:

18.0

Abstract:

An estimator in the extended class of Stein estimators has two undesirable properties. For a small value of prior guess, it ignores the data. Moreover, for some cases its risk is not uniformly smaller than that of Stein estimator. We show that there exists a lower bound on tau S to guarantee a smaller risk, and the resulting estimator does not ignore the data.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE