The Efficiency of Shrinkage Estimators with Respect to Zellner's Balanced Loss Function
Author:
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/STA-120028372
Reference16 articles.
1. On estimation with balanced loss functions
2. Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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