A note on the U,V method of estimation
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Publication:6206430
DOI10.1214/074921707000000139arXiv0708.0981MaRDI QIDQ6206430FDOQ6206430
Authors: Arthur Cohen, Harold B. Sackrowitz 
Publication date: 7 August 2007
Abstract: The U,V method of estimation provides unbiased estimators or predictors of random quantities. The method was introduced by Robbins citer3 and subsequently studied in a series of papers by Robbins and Zhang. (See Zhang citer5.) Practical applications of the method are featured in these papers. We demonstrate that for one U function (one for which there is an important application) the V estimator is inadmissible for a wide class of loss functions. For another important U function the V estimator is admissible for the squared error loss function.
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