Inadmissible estimators of normal quantiles and two-sample problems with additional information

DOI10.1214/11-IMSCOLL808MaRDI QIDQ5499705zbMATH OpenFDO

Authors Éric Marchand, Mohammad Jafari Jozani, Yogesh Mani Tripathi

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/11-IMSCOLL808

zbMATH Keywords

absolute value lossadditional informationcomplete classconditional riskestimationinadmissibilitynormal quantilesrestricted parameter spacesquared error loss

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Point estimation (62F10) Parametric inference under constraints (62F30)

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• A Bayesian shrinkage estimator for transfer learning

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