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Brandwein, Ann Cohen; Strawderman, William E. – 1989
This paper presents an expository development of James-Stein estimation with substantial emphasis on exact results for nonnormal location models. The themes of the paper are: (1) the improvement possible over the best invariant estimator via shrinkage estimation is not surprising but expected from a variety of perspectives; (2) the amount of…
Descriptors: Equations (Mathematics), Estimation (Mathematics), Maximum Likelihood Statistics, Statistical Distributions