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

This comment is to show that Theorem3.3 of Dey and Chung (1991) (Multiparameter estimation intruncated power series distributions under the Stein s loss.emph{Commun. Statist.-Theory Meth.,} {bf 20}, 309-326) may giveus misleading results. Analytically and through simulation, weshow that the Theorem does not improve the given estimator.