ASYMPTOTIC MEAN SQUARED ERROR OF POSITIVE PART JAMES-STEIN ESTIMATORS

  • KIM MYUNG JOON (Automobile Insurance Product Pricing Department, SAMSUNG Fire & Marine Insurance Co., Ltd.) ;
  • KIM YEONG-HWA (Department of Statistics, Chung-Ang University)
  • 발행 : 2005.06.01

초록

In this paper we consider the asymptotic mean squared error of positive part James-Stein estimators. In the normal-normal example, estimators of the mean squared error of these estimators are provided which are correct asymptotically up to O($m^{-l}$). Asymptotic estimators of the MSE's which correct up to O($m^{-l}$) are also provide. Here, m denotes the number of strata. A simulation study is undertaken to evaluate the performance of these estimators.

키워드

참고문헌

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