In this paper, we consider an adjustment of degrees of freedom in the minimum mean squared error (MMSE) estimator, We derive the exact MSE of the adjusted MMSE (AMMSE) estimator, and compare the MSE of the AMMSE estimator with those of the Stein-(SR), positive-part Stein-rule (PSR) and MMSE
出版机构:Taylor & Francis
刊物名称:Communication in Statistics- Theory and Methods
出版时间:1966
ISSN:0361-0926
数据源:报刊文摘