On huntseerger type shrinkage estimator |
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Authors: | N.S. Kambo B.R. Fanda Z.A. Al-Hemyari |
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Affiliation: | Department of Mathematics , Indian Institute of Technology Hmz Khas , New Delhi, 110 016, India |
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Abstract: | ![]() This paper is concerned with Hintsberger type weighted shrinkage estimator of a parameter when a target value of the same is available. Expressions for the bias and the mean squared error of the estimator are derived. Some results concerning the bias, existence of uniformly minimum mean squared error estimator etc. are proved. For certain c to ices of the weight function, numerical results are presented for the pretest type weighted shrinkage estimator of the mean of normal as well as exponential distributions. |
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Keywords: | Weighted shrinkage estimator pretest estimator biasy mean squared error uniformly minimum mean squared error estimator |
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