Comments on Multiparameter Estimation in Truncated Power Series Distributions under the Stein's Loss

Abstract

This comment is to show that Theorem<br />3.3 of Dey and Chung (1991) (Multiparameter estimation in<br />truncated power series distributions under the Stein's loss.<br />emph{Commun. Statist.-Theory Meth.,} {bf 20}, 309-326) may give<br />us misleading results. Analytically and through simulation, we<br />show that the Theorem does not improve the given estimator.