• Journal of the Korean Statistical Society
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• v.34 no.2
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• pp.99-107
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• 2005

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.

• Communications for Statistical Applications and Methods
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• v.20 no.4
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• pp.329-337
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• 2013

Consider a p-variate($p{\geq}3$) normal distribution with mean ${\theta}$ and covariance matrix ${\sum}={\sigma}^2{\mathbf{I}}_p$ for any unknown scalar ${\sigma}^2$. In this paper we improve the James-Stein estimator of ${\theta}$ in cases of shrinking toward some vectors using the Stein variance estimator. It is also shown that this domination does not hold for the positive part versions of these estimators.