A james-stein type detour of U-statistics |
| |
| Authors: | Pranab Kumar Sen |
| |
| Affiliation: | Department of Biostatistics 201H , University of North Carolina , Chapel Hill, NC, 27514 |
| |
| Abstract: | For a vector of estimable parameters, a modified version of the James-Stein rule (incorporating the idea of preliminary test estimators) is utilized in formulating some estimators based on U-statistics and their jackknifed estimator of dispersion matrix. Asymptotic admissibility properties of the classical U-statistics, their preliminary test version and the proposed estimators are studied. |
| |
| Keywords: | asymptotic risk inadmissibility jack-knifing j kernel local alternatives shrinkage estimators V-statistics |
|
|
