Sequential Shrinkage U - Statistics : General Asymptotics

نویسنده

  • P. K. Sen
چکیده

For general estimable parameters in a nonparametric setup, shrinkage (Stein-rule) and preliminary test estimator versions of U-statistics are considered for the (multi-parameter) minimum risk sequential estimation problem. In the usual fashion, allowing the cost per unit sample to be small, an asymptotic model is framed, and in this setup, the asymptotic distributional risks of these versions of (sequential) U-statistics are studied. Related asymptotic risk-efficiency results are also considered.

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تاریخ انتشار 2008