Combining Possibly Related Estimation Problems
Summary We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined pro...
Summary We have two sets of parameters we wish to estimate, and wonder whether the James-Stein estimator should be applied separately to the two sets or once to the combined pro...
We discuss the following problem: given a random sample $\\mathbf{X} = (X_1, X_2, \\cdots, X_n)$ from an unknown probability distribution $F$, estimate the sampling distribution...
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