Ancillary Statistics and Estimation of the Loss in Estimation Problems

DOI10.1214/AOMS/1177698162MaRDI QIDQ5563171zbMATH OpenOpenAlexFDO

Authors Else Sandved

Publication date 1968

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698162

zbMATH Keywords

statistics

Cited in

(8)

• Estimated confidence procedures for multivariate normal means
• 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
• Improved loss estimation for the lasso: a variable selection tool
• On improved loss estimation for shrinkage estimators
• A note on loss estimation
• Inadmissibility of the corrected Akaike information criterion
• Bayesian and minimax estimators of loss

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