Geodesic
Two-Stage Point Estimation with a Shrinkage Stopping Rule.
Metrika, Tome 41 (1994) no. 5, pp. 293-306.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : domination of sample size, asymptotic risk, asymptotic efficiency, asymptotic consistency, mean vector, normal distribution, stopping rule, James-Stein shrinkage estimator, two-stage procedure, sequence of local alternatives, Monte Carlo simulation, average sample sizes, risks of estimators 
@article{MET_1994__41_5_176526,
     author = {A.K.Md.E. Saleh and T. Kubokawa},
     title = {Two-Stage {Point} {Estimation} with a {Shrinkage} {Stopping} {Rule.}},
     journal = {Metrika},
     pages = {293--306},
     publisher = {mathdoc},
     volume = {41},
     number = {5},
     year = {1994},
     zbl = {0804.62074},
     url = {http://geodesic.mathdoc.fr/item/MET_1994__41_5_176526/}
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A.K.Md.E. Saleh; T. Kubokawa. Two-Stage Point Estimation with a Shrinkage Stopping Rule.. Metrika, Tome 41 (1994) no. 5, pp. 293-306. http://geodesic.mathdoc.fr/item/MET_1994__41_5_176526/