The non-optimality of the inequality restricted estimator under squared error loss (Q2266341)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3892445
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The non-optimality of the inequality restricted estimator under squared error loss |
scientific article; zbMATH DE number 3892445 |
Statements
The non-optimality of the inequality restricted estimator under squared error loss (English)
0 references
1984
0 references
An estimator is defined that, under a squared error loss measure, dominates the maximum likelihood inequality restricted estimator used in applied work. It is further shown that the risk gains of using this family of non-traditional inequality type estimators may be quite significant over a wide range of the parameter space.
0 references
non-optimality
0 references
squared error loss
0 references
maximum likelihood inequality restricted estimator
0 references
0.8080030083656311
0 references
0.8068737983703613
0 references
0.7995882630348206
0 references
0.7972390651702881
0 references
