Universal admissibility in second order asymptotics

DOI10.1016/J.JSPI.2009.01.015MaRDI QIDQ2390451zbMATH OpenOpenAlexFDO

Authors Yoshiji Takagi

Publication date 22 July 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.01.015

zbMATH Keywords

loss coefficientuniversal second order admissibility

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Asymptotic properties of parametric estimators (62F12)

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Cites work

• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• A note on universal admissibility of scale parameter estimators
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Higher order asymptotics.
• scientific article; zbMATH DE number 1347784 (Why is no real title available?)
• On universal admissibility of scale parameter estimators.
• Parametrization invariance with respect to second order admissibility under general loss function
• Parametrization invariance with respect to second order admissibility under mean squared error
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• Statistical decision theory and Bayesian analysis. 2nd ed
• Theory of point estimation.
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator

Cited in

(6)

• Parametrization invariance with respect to second order admissibility under general loss function
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• On second order admissibility of estimators in the presence of nuisance parameter
• scientific article; zbMATH DE number 1143416 (Why is no real title available?)
• On second order admissibilities in two-parameter logistic regression model
• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

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