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

摘要

In this paper, a new methodology based on the likelihood of bootstrap samples is introduced for improvingrnthe efficiency of the two-stage shrinkage testimator of Waikar et al.(2001). In particular, this method isrnuseful for selecting the shrinkage factor for the two-stage testimator in view of increasing the efficiency ofrnsuch testimator. The method is useful for number of estimation problem. However, in this paper, only thernestimation of the normal mean is considered for related simulation studies and the discussion.