Asymptotic Mean Squared Error of Positive Part James-Stein Estimators

초록

In this paper we consider the asymptotic mean squared error of positive part James-Stein estimators. In the normal-normal example, estimators of the mean squared error of these estimators are provided which are correct asymptotically up to O(m¡1). Asymptotic estimators of the MSE’s which correct up to O(m¡1) are also provide. Here, m denotes the number of strata. A simulation study is undertaken to evaluate the performance of these estimators.

키워드