Summary
Consider the problem of finding an estimator for a scale parameter such that its risk function is bounded by a preassigned constant. As a solution of the problem, two-stage estimators based on only the second sample have been proposed. The paper shows that these estimators can be improved by combining the first and the second sample.
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Kubokawa, T. Improving on two-stage estimators for scale families. Metrika 36, 7–13 (1989). https://doi.org/10.1007/BF02614073
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DOI: https://doi.org/10.1007/BF02614073