A multiparameter extension of two stage modified shrinkage estimator |
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| Authors: | B.R. Handa Rajeev Kumar R.K Tuteja |
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| Affiliation: | 1. Department of Mathematics , Indian Institute of Technology , teuz Khas, New Delhi, 110016, India;2. Department of Statistics , M.D. University , Rohtak, 124001, India |
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| Abstract: | A multiparameter extension is made to modified two stage shrinkage estimator proposed by Handa andKambo (1990), For aparticular class of shrinkage estimator, the local optimality of the extended modified estimator is shown over the two stage shrinkage estimator defined by Bhattacharya and Prakasa Rao(1990) in terms of quadratic loss. |
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| Keywords: | two stage shrinkage estimator local optimality local unbiasedness local risk-un-biasedness |
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