PARAMETRIC EMPIRICAL BAYES CONFIDENCE INTERVALS BASED ON JAMES-STEIN ESTIMATOR

Articles in the same Issue

1. RIDGE ESTIMATION OF INDEPENDENT POISSON MEANS UNDER ENTROPY LOSS
2. MINIMAXITY OF THE EMPIRICAL DISTRIBUTION FUNCTION IN DISCRETE INVARIANT ESTIMATION OF A DISTRIBUTION FUNCTION
3. MINIMAX ESTIMATION OF BINOMIAL PROBABILITY WITH ENTROPY LOSS FUNCTION
4. MINIMAX AND T-MINIMAX ESTIMATION FOR FUNCTIONS OF THE BOUNDED PARAMETER OF A SCALE PARAMETER FAMILY UNDER “Lp-LOSS“
5. MINIMAX LINEAR ESTIMATION IN A CONVEX LINEAR MODEL -A PARADOXON IN DECISION THEORY ?
6. BAYES AND EMPIRICAL BAYES ESTIMATION OF THE FINITE POPULATION MEAN USING AUXILIARY INFORMATION
7. BAYES PROPERTIES OF ESTIMATORS OF LOCATION PARAMETERS IN TRUNCATED PARAMETER SPACES
8. AN INADMISSIBILITY RESULT FOR AFFINE EQUIVARIANT ESTIMATORS
9. BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS
10. PARAMETRIC EMPIRICAL BAYES CONFIDENCE INTERVALS BASED ON JAMES-STEIN ESTIMATOR
11. ON ORDER RESTRICTED LOCATION PARAMETERS OF TWO EXPONENTIAL DISTRIBUTIONS
12. SELECTING THE BETTER COMPONENT OF A BIVARIATE EXPONENTIAL DISTRIBUTION
13. TEST OF FIT WITH THE KOZIOL-GREEN MODEL FOR RANDOM CENSORSHIP
14. CONDITIONS FOR LOCAL ASYMPTOTIC NORMALITY OF EXPONENTIAL FAMILIES
15. ASYMPTOTICS AND INEQUALITIES FOR THE MODE OF STABLE LAWS
16. INSTRUCTIONS TO AUTHORS
17. Impressum