The Kullback-Leibler risk of the Stein estimator and the conditional MLE
| Year of publication: |
1994
|
|---|---|
| Authors: | Yanagimoto, Takemi |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 1, p. 29-41
|
| Publisher: |
Springer |
| Subject: | Conditional inference | empirical Bayes method | expected log-likelihood ratio | exponential dispersion model | maximum likelihood estimator | Stein estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616144