HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, vol.38, no.3, pp.351-356, 2009 (Journal Indexed in SCI)
Article / Article
Title of Journal :
HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
The iterative Stein-rule estimator and the usual estimator of the error variance are compared under the Pitman Nearness Criterion. An exact expression of Pitman's Nearness probability is derived and numerically evaluated.