Finite sample moments of a bootstrap estimator of the james-stein rule |
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Authors: | Lee C Adkins |
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Abstract: | The finite sample moments of the bootstrap estimator of the James-Stein rule are derived and shown to be biased. Analytical results shed some light upon the source of bias and suggest that the bootstrap will be biased in other settings where the moments of the statistic of interest depends on nonlinear functions of the parameters of its distribution. |
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Keywords: | ptein-rules bootstrap shrinkage estimators |
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