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Extra resources for A festschrift for Herman Rubin
Marchand and W. E. 3. Some related work Interestingly, the dominance result in (iii) of the normal model MLE was previously established, in a diferent manner, by Casella and Strawderman (1981) (see also Section 6). As well, other dominating estimators here were provided numerically by Kempthorne (1988). For the multivariate version of Example 2: X ∼ Np (θ, Ip ); (p ≥ 1); with θ ≤ m, Marchand and Perron (2001) give dominating estimators of δmle (X) under squared error loss d−θ 2 . Namely, using a similar risk decomposition as above, including argument (ii), they show that δBU (X) (Bayes with respect to a boundary √ uniform prior) dominates δmle (X) whenever m ≤ p.
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