Risk performance of some shrinkage estimators

被引：4

作者：

Ozbay, Nimet ^{[1
]}

Kaciranlar, Selahattin ^{[1
]}

机构：

[1] Cukurova Univ, Fac Sci & Letters, Dept Stat, TR-01330 Adana, Turkey

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2021年 / 50卷 / 02期

关键词：

Extended balanced loss function; quadratic loss function; risk performance; shrinkage estimator; PREDICTION;

D O I：

10.1080/03610918.2018.1554116

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Shrinkage estimators incorporating homogeneous and heterogeneous minimum mean square error estimators have a great deal of usage in the literature by means of adaptive choices of these estimators. In the present paper, we propose two new shrinkage estimators by utilizing the Lindley's mean correction. The risk performance of the new estimators in comparison to the existing methods of estimation is conducted with the help of different loss functions through a Monte Carlo experiment. Numerical results prove that our method of estimation works quite well.

引用

页码：323 / 342

页数：20

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