Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series B, Pt. 1, 124--129

THREE-STAGE ESTIMATION PROCEDURE OF THE MULTIVARIATE NORMAL MEAN

By

YOSHIKAZU TAKADA, Kumamoto University

 

SUMMARY. This paper considers two-stage and three-stage estimation procedures to achieve the bounded risk when estimating the mean of a multivariate normal distribution. It is shown that the three-stage procedure asymptotically has desirable properties but the two-stage procedure does not.

AMS(1980)subject classification. 62H12,62C15, 62L12

Key words and phrases. Two-stage estimation procedure, three-stage estimation procedure, multivariate normal distribution, uniform integrability

FULL PAPER.

This article in Mathematical Reviews.