On second order admissibility of estimators in the presence of nuisance parameter

zbMATH Open1192.62093MaRDI QIDQ3580403FDOQ3580403

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Publication date: 12 August 2010

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zbMATH Keywords

generalized Bayes estimatorparameter orthogonalitymatching priorparametrization-invariance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15)

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• On the estimation of the shape parameter of the gamma distribution in second-order asymptotics
• On second order admissibilities in two-parameter logistic regression model
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