Some information on the sampling performance of Stein's new estimator |
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Authors: | G.G. Judge S. Miyazaki T.A. Yancey |
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Affiliation: | University of Illinois, Urbana, IL 61801, USA |
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Abstract: | This paper considers the sampling performance of Stein's modified version of the James-Stein estimator under both normal and non-normal specification. |
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Keywords: | |
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