On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost (Q1094769)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost |
scientific article |
Statements
On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost (English)
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1986
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A new preliminary test estimator for the mean vector of p-variate normal distributions is obtained, which dominates the usual preliminary test estimator under the squared error loss together with a complexity cost when \(p\geq 3\).
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inadmissibility
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shrinkage estimators
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new preliminary test estimator
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mean vector of p-variate normal distributions
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squared error loss
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complexity cost
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