The non-optimality of the inequality restricted estimator under squared error loss (Q2266341): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: George G. Judge / rank | |||
Property / author | |||
Property / author: Thomas A. Yancey / rank | |||
Property / author | |||
Property / author: Mary Ellen Bock / rank | |||
Property / author | |||
Property / author: George G. Judge / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Thomas A. Yancey / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Mary Ellen Bock / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4076(84)90044-7 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1979601668 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3185327 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4178373 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Pre-test estimation under squared error loss / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3237829 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5538618 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 17:10, 14 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The non-optimality of the inequality restricted estimator under squared error loss |
scientific article |
Statements
The non-optimality of the inequality restricted estimator under squared error loss (English)
0 references
1984
0 references
An estimator is defined that, under a squared error loss measure, dominates the maximum likelihood inequality restricted estimator used in applied work. It is further shown that the risk gains of using this family of non-traditional inequality type estimators may be quite significant over a wide range of the parameter space.
0 references
non-optimality
0 references
squared error loss
0 references
maximum likelihood inequality restricted estimator
0 references