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Shrinkage estimation of proportion via logit penalty.

Authors :
Jung, Yoonsuh
Source :
Communications in Statistics: Theory & Methods; 2017, Vol. 46 Issue 5, p2447-2453, 7p
Publication Year :
2017

Abstract

By releasing the unbiasedness condition, we often obtain more accurate estimators due to the bias–variance trade-off. In this paper, we propose a class of shrinkage proportion estimators which show improved performance over the sample proportion. We provide the “optimal” amount of shrinkage. The advantage of the proposed estimators is given theoretically as well as explored empirically by simulation studies and real data analyses. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
46
Issue :
5
Database :
Complementary Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
119783703
Full Text :
https://doi.org/10.1080/03610926.2015.1048881