The non-optimality of the inequality restricted estimator under squared error loss (Q2266341): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The non-optimality of the inequality restricted estimator under squared error loss |
scientific article |
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The non-optimality of the inequality restricted estimator under squared error loss (English)
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1984
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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.
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non-optimality
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squared error loss
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maximum likelihood inequality restricted estimator
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