The asymptotic expansion as well as the exact moments of the stein estimator when the population means are nearly equal

Summary The purpose of this note is to derive the asymptotic distributions, means and variances of the Stein estimator, as well as that of the quadratic loss function for the vector case when the population means are nearly equal. These results are given in Section 3 and are obtained by using a method similar to the perturbation method, used by Nagao 4]. In Section 4 exact moments of the Stein estimator are also derived. Financially supported by the CSIR and the University of the OFS Research Fund.