A note on a modified double stage shrinkage estimator |
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| Authors: | B.R. Handa N.S. Kambo |
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| Affiliation: | Department of Mathematics Indian , Institute of Technology Hauz Khas , New Delhi, 110016, India |
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| Abstract: | A modified double stage shrinkage estimator has been proposed for the single parameter θ of a distribution function Fθ. It is shown to be locally better in comparison to the usual double stage shrinkage estimator in the sense of smaller mean squared error in a certain neighbourhood of prior estimate θo of θ. |
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| Keywords: | double stage shrinkage estimator mean squared error local optimality |
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