Admissibility of some preliminary test estimators for the mean of normal distribution

DOI10.1007/BF02480992MaRDI QIDQ802228zbMATHOpenAlexFDO

Authors Yasushi Nagata

Publication date 1983

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480992

zbMATH Keywords

AICAkaike's information criterionpreliminary test estimatorKullback-Leibler information measuremean of normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Recommendations

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• Publication:4733225

Cites work

• A minimax regret estimator of a normal mean after preliminary test
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• Estimation with quadratic loss.
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Minimax Statistical Decision Procedures and their Admissibility
• On level of significance of the preliminary test in pooling means
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Two errors in statistical model fitting

Cited in

(8)

• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms
• On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
• Minimaxity of a preliminary test estimator for the mean of normal distribution
• Estimation of univariate normal mean using \(p\)-value
• scientific article; zbMATH DE number 3932211 (Why is no real title available?)
• Estimating the mean of a normal distribution with loss equal to squared error plus complexity cost
• On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost
• Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean

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