The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost

DOI10.2307/2286414zbMath0426.62006OpenAlexW4233773399MaRDI QIDQ3862236

Barry C. Arnold, Glen Meeden

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2286414

zbMATH Keywords

preliminary test estimatornormal meancomplexity cost

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Related Items (6)

On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost ⋮ Pre-Test type estimators for selection of simple normal models ⋮ On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms ⋮ A minimax regret estimator of a normal mean after preliminary test ⋮ Admissibility of some preliminary test estimators for the mean of normal distribution ⋮ Minimaxity of a preliminary test estimator for the mean of normal distribution

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