The exact mean squared error risks of preliminary test type estimators for the multivariate normal mean |
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| Authors: | Youngjo Lee |
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| Institution: | Department of Statistics , Hallym University , Chunchon, Korea |
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| Abstract: | The exact mean squared error risks of the preliminary test estimtor and the Sclove modified Stein rule estimator (Sclove, Morris and Radhakrishnan, 1972) for the multivariate normal mean are computed and their risks are compared with the risks of Stein estimators. |
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| Keywords: | Multivariate normal mean Preliminary test estimator Stein estimator |
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