A new positive estimator of loss function

DOI10.1016/S0167-7152(97)00073-4MaRDI QIDQ1382224zbMATH OpenFDO

Authors Yuzo Maruyama

Publication date 25 March 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(97)00073-4

zbMATH Keywords

inadmissibilityloss estimatorStein identity

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12)

Recommendations

• On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
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Cites work

• A unified approach to improving equivariant estimators
• scientific article; zbMATH DE number 4056770 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)

Cited in

(1)

• Bayesian and minimax estimators of loss

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