Risk performance of some shrinkage estimators


ÖZBAY N., KAÇIRANLAR S.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019 (SCI-Expanded) identifier identifier identifier

Özet

Shrinkage estimators incorporating homogeneous and heterogeneous minimum mean square error estimators have a great deal of usage in the literature by means of adaptive choices of these estimators. In the present paper, we propose two new shrinkage estimators by utilizing the Lindley's mean correction. The risk performance of the new estimators in comparison to the existing methods of estimation is conducted with the help of different loss functions through a Monte Carlo experiment. Numerical results prove that our method of estimation works quite well.