A case-by-case version of C_B statistic in biased estimation

The $C_B$ statistic, a generalization of Mallows's $C_L$ statistic, is developed to determine the shrinkage parameter. Since not all cases in a data set play an equal role in forming $C_B$, a subdivision of $C_B$ into individual components for each case is developed. This subdivision is useful both as an aid in understanding $C_B$ and as a diagnostic procedure.