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Your search keyword '"Normal location model"' showing total 2 results
Start Over Descriptor "Normal location model" Topic risk
2 results on '"Normal location model"'

1. Shrinkage efficiency bounds: An extension.

Author

De Luca, Giuseppe and Magnus, Jan R.

Subjects
*GENERALIZATION
Abstract

Hansen (2005) obtained the efficiency bound (the lowest achievable risk) in the p-dimensional normal location model when p≥3, generalizing an earlier result of Magnus (2002) for the one-dimensional case (p = 1). The classes of estimators considered are, however, different in the two cases. We provide an alternative bound to Hansen's which is a more natural generalization of the one-dimensional case, and we compare the classes and the bounds. [ABSTRACT FROM AUTHOR]

Published
2024
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2. Shrinkage efficiency bounds: An extension

Author

Jan Magnus, Giuseppe DE LUCA, Giuseppe De Luca, and Jan R. Magnu

Subjects
Risk, Statistics and Probability, Lower bound, Settore SECS-P/05 - Econometria, Shrinkage estimator, Normal location model
Abstract

Hansen (2005) obtained the efficiency bound (the lowest achievable risk) in the p-dimensional normal location model when p≥3, generalizing an earlier result of Magnus (2002) for the one-dimensional case (p=1). The classes of estimators considered are, however, different in the two cases. We provide an alternative bound to Hansen's which is a more natural generalization of the one-dimensional case, and we compare the classes and the bounds.

Published
2023
Full Text
View/download PDF

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