Ancillary Statistics and Estimation of the Loss in Estimation Problems
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Publication:5563171
DOI10.1214/aoms/1177698162zbMath0174.50303OpenAlexW1525963979MaRDI QIDQ5563171
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698162
Related Items (7)
On improved loss estimation for shrinkage estimators ⋮ Inadmissibility of the corrected Akaike information criterion ⋮ A note on loss estimation ⋮ On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. ⋮ Brown's paradox in the estimated confidence approach ⋮ Estimated confidence procedures for multivariate normal means ⋮ Improved loss estimation for the lasso: a variable selection tool
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