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)

zbMATH Keywords

estimationcomplete classadditional informationconditional riskinadmissibilitysquared error lossrestricted parameter spacenormal quantilesabsolute value loss

Mathematics Subject Classification ID

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

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(4)

• Inadmissibility of the uncombined two-stage estimator when additional samples are available
• Estimation of a non-negative location parameter with unknown scale
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• On predictive density estimation with additional information

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