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Selection of the Shrinkage Factor for the Two Stage Testimator of the Normal Mean Using Bootstrap Likelihood

机译:使用自举似然性的正常均值的两个阶段试验器的收缩因子的选择

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In this paper, a new methodology based on the likelihood of bootstrap samples is introduced for improving the efficiency of the two-stage shrinkage testimator of Waikar et al.(2001). In particular, this method is useful for selecting the shrinkage factor for the two-stage testimator in view of increasing the efficiency of such testimator. The method is useful for number of estimation problem. However, in this paper, only the estimation of the normal mean is considered for related simulation studies and the discussion.
机译:本文介绍了一种基于自举样品可能性的新方法,用于提高Waikar等人的两级收缩试验机的效率。(2001)。特别是,考虑到提高这种试验器的效率,该方法可用于选择两级试验器的收缩因子。该方法对于估计问题是有用的。然而,在本文中,仅考虑对正常均值的估计进行相关模拟研究和讨论。

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