A general theorem on decision theory for nonnegative functionals: With applications

DOI10.1214/AOS/1176347275MaRDI QIDQ1823574zbMATH OpenOpenAlexFDO

Authors Anirban DasGupta

Publication date 1989

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

Full work available at URL https://doi.org/10.1214/aos/1176347275

zbMATH Keywords

best equivariant estimatordimension 2distribution-free inadmissibility theoremeigenvalueselliptically symmetric distributionFerguson family of distributionsfiniteness of the riskinadmissiblemultivariate F distributionquadratic loss nonnegative functionalsscale-parameter familyunbiased estimators

Mathematics Subject Classification ID

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

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Cited in

(1)

• Minimax estimation of normal precisions via expansion estimators

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