Arnold, J. C.; Katti, S. K. - In: Journal of Multivariate Analysis 2 (1972) 2, pp. 236-238
Preliminary test estimators are defined for estimating vector parameters. This note illustrates the use of the Rao-Blackwell theorem for uniformly reducing the risk of these estimators when one is based upon the sufficient statistic. The results given are valid for a class of risk functions,...