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Improved Stein-rule estimator for regression problems |
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| Authors: | RAL Carter |
| Institution: | University of Western Ontario, London, Ont., Canada N6A 5C2 |
| Abstract: | This note extends the asymptotic expansion of the risk of the double k-class estimator of Ullah and Ullah (1978, 1981) and discusses the k1 and k2 values which minimize it. An error in Vinod (1980) is also corrected. |
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