Abstract
In this article, we are interested in deriving the asymptotic distributional risk function of a class of estimator concerning the mean parameter matrix of matrices variate random sample. The proposed result is useful in decision theory, more precisely in risk analysis of a class of some robust estimators such as Stein-rule types estimators.
Citation
Sévérien Nkurunziza. "A simple formula for asymptotic distributional risk of some estimators." Braz. J. Probab. Stat. 26 (2) 113 - 122, May 2012. https://doi.org/10.1214/10-BJPS123
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