Please use this identifier to cite or link to this item:
https://doi.org/10.1198/016214505000000321
DC Field | Value | |
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dc.title | Artificially augmented samples, shrinkage, and mean squared error reduction | |
dc.contributor.author | Yatracos, Y.G. | |
dc.date.accessioned | 2014-10-28T05:10:08Z | |
dc.date.available | 2014-10-28T05:10:08Z | |
dc.date.issued | 2005-12 | |
dc.identifier.citation | Yatracos, Y.G. (2005-12). Artificially augmented samples, shrinkage, and mean squared error reduction. Journal of the American Statistical Association 100 (472) : 1168-1175. ScholarBank@NUS Repository. https://doi.org/10.1198/016214505000000321 | |
dc.identifier.issn | 01621459 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105009 | |
dc.description.abstract | An inequality is provided that determines when shrinkage reduces the mean squared error (MSE) of an unbiased estimate. Artificially augmented samples are then used to obtain, among others, shrinkage estimates of the population's variance and covariance, which improve the unbiased estimates for all parameter values and for all probability models with marginals having finite second moments, and alternative jackknife estimates that complement the usual jackknife estimates in reducing the MSE. © 2005 American Statistical Association. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1198/016214505000000321 | |
dc.source | Scopus | |
dc.subject | Augmented samples | |
dc.subject | Bias | |
dc.subject | Jackknife | |
dc.subject | Mean squared error | |
dc.subject | Multiple imputation | |
dc.subject | Shrinkage | |
dc.subject | U-statistics | |
dc.subject | Variance estimation | |
dc.type | Article | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1198/016214505000000321 | |
dc.description.sourcetitle | Journal of the American Statistical Association | |
dc.description.volume | 100 | |
dc.description.issue | 472 | |
dc.description.page | 1168-1175 | |
dc.identifier.isiut | 000233581100011 | |
Appears in Collections: | Staff Publications |
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