Estimation, prediction and the Stein phenomenon under divergence loss
نویسندگان
چکیده
منابع مشابه
comments on multiparameter estimation in truncated power series distributions under the stein's loss
this comment is to show that theorem3.3 of dey and chung (1991) (multiparameter estimation intruncated power series distributions under the stein's loss.emph{commun. statist.-theory meth.,} {bf 20}, 309-326) may giveus misleading results. analytically and through simulation, weshow that the theorem does not improve the given estimator.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2008
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2008.02.002