On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost

DOI10.1007/BF02482528zbMath0631.62004MaRDI QIDQ1094769

Malay Ghosh, Dey, Dipak K.

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

squared error lossinadmissibilityshrinkage estimatorscomplexity costmean vector of p-variate normal distributionsnew preliminary test estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

Related Items (1)

Pre-Test type estimators for selection of simple normal models

Cites Work

• Unnamed Item
• Admissibility of some preliminary test estimators for the mean of normal distribution
• Estimation of the mean of a multivariate normal distribution
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• The Statistical Consequences of Preliminary Test Estimators in Regression
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution

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