Parametrization invariance with respect to second order admissibility under general loss function

zbMATH Open0981.62004MaRDI QIDQ2736804FDOQ2736804

Authors: Yoshiji Takagi 

Publication date: 11 September 2001

Published in: Sankhyā. Series A. Methods and Techniques (Search for Journal in Brave)

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zbMATH Keywords

second order admissibilityparametrization invariance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)

Cited In (5)

• On second order admissibility of estimators in the presence of nuisance parameter
• Universal admissibility in second order asymptotics
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• On characterization of second-order asymptotic optimality under asymmetric loss functions: loss coefficient vector and admissibility
• Further discussion on second-order efficiency for estimation

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