Sankhya: The Indian Journal of Statistics1993, Volume 55, Series B, Pt. 1, 124--129
THREE-STAGE ESTIMATION PROCEDURE OF THE MULTIVARIATE NORMAL MEAN
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
This article in Mathematical Reviews.