Bootstrapping the Two-stage Shrinkage Estimators

Keywords: Two-stage estimation; Shrinkage; Bootstrap; Normal and exponential means

Abstract: In this paper, the problem of bootstrapping the two-staege estimators of the mean of a normal distribution is discussed. The new estimators based on the bootstrapping of the shrinkage factor are constructed. Further, the simulation studies are carried out to show how the bootstrapping increases the efficiency of these estimators. The applications of this new methodology to the estimation of the parameters of the other distributions are discussed in brief.