Admissibility results in loss estimation

DOI10.1214/AOS/1176349031MaRDI QIDQ2366745zbMATH OpenOpenAlexFDO

Authors Chitra Lele

Publication date 28 October 1993

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

Full work available at URL https://doi.org/10.1214/aos/1176349031

zbMATH Keywords

Blyth's methodestimators of lossgamma distributiongeneral exponential family distributionsloss of point estimatorsPoisson distributionpolydisc transformposterior loss estimatorunified admissibility proof

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Cited in

(13)

• Confidence intervals for the means of the selected populations
• On best unbiased prediction and its relationships to unbiased estimation
• Improved loss estimation for the lasso: a variable selection tool
• On improved loss estimation for shrinkage estimators
• Estimation of a loss function for spherically symmetric distribution with constraints on the norm
• A note on existence and construction of invariant loss functions
• scientific article; zbMATH DE number 4129794 (Why is no real title available?)
• scientific article; zbMATH DE number 27747 (Why is no real title available?)
• scientific article; zbMATH DE number 168608 (Why is no real title available?)
• scientific article; zbMATH DE number 1536213 (Why is no real title available?)
• Quadratic loss estimation when certain components of the location parameter are positive
• Bayesian and minimax estimators of loss
• Admissibility, difference equations and recurrence in estimating a Poisson mean

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