SHRINKAGE ESTIMATORS OF RELATIVE POTENCY
成果类型：
Article
署名作者：
KIM, PT; CARTER, EM; HUBERT, JJ; HAND, KJ
刊物名称：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
ISSN/ISSBN：
0162-1459
DOI：
10.2307/2290343
发表日期：
1993
页码：
615-621
关键词：
摘要：
This article examines the finite and infinite sample properties of the shrinkage estimator, motivated by a Bayesian argument, for the log relative potency, proposed in an earlier paper by Kim, Carter, and Hubert. This estimator can be written in closed form and is shown to have finite mean and finite variance in finite samples. As a consequence, this shrinkage estimator has finite frequentist risk, which is an improvement over the usual maximum likelihood estimator, for all finite sample sizes. Furthermore, it is shown that this estimator asymptotically behaves the same as the usual maximum likelihood estimator.