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adjustment of degrees of freedom(remove)

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On an adjustment of degrees of freedom in the minimim mean squared error ertimator

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

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