Second order pitman admissibility and pitman closeness : the multi parameter case and stein-rule estimators

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Binder2.pdf (1.59 MB)

Date

1996

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Keywords

BAN estimators, Edgeworth expansion, First order efficiency, Shrinkage maximum likelihood estimators, Pitman neighbourhood, Shrinkage estimators

Citation

Journal of multivariate analysis,V57,P52-63

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http://hdl.handle.net/10263/4023

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Mathematics and Statistics

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