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- W1977889213 abstract "The Paper considers estimation of the p(> 3)-variate normal mean when the variance-covariance matrix is diagonal with unknown diagonal elements. A class of James-Stein estimators is developed, and is compared with the sample mean under an empirical minimax stopping rule. Asymptotic risk expansions are provided for both the sequential sample mean and the sequential James-Stein estimators. It is shown that the James-Stein estimators dominate the sample mean in a certain asymptotic sense." @default.
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- W1977889213 date "1986-01-01" @default.
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- W1977889213 title "Sequential shrinkage estimation of independent normal means with unkown variances" @default.
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- W1977889213 doi "https://doi.org/10.1080/03610928608829238" @default.
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