Stein–type shrinkage quantile estimation
作者:
S.E. Ahmed,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 2000)
卷期:
Volume 18,
issue 4
页码: 475-492
ISSN:0736-2994
年代: 2000
DOI:10.1080/07362990008809682
出版商: Marcel Dekker, Inc.
关键词: Quantities;Stein-Type Estimator;Positive-Part Estimator;Asymptotic Quadratic Bias and Risk
数据来源: Taylor
摘要:
The simultaneous asymptotic estimation theory of quantiles is considered for an arbitrary population. The Stein–type estimator and its positive version are considered. The relative merits of the proposed estimators are compared with those of the usual estimator using asymptotic quadratic distributional risk those of the usual estimator using asymptotic quadratic distributional risk under local alternatives. It is shown that both proposed estimators are asymptotically superior to the classical estimator. Further, it is demonstrated that the Stein-type estimator is dominated by its positive part
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