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A New Barankin Bound Approximation for the Prediction of the Threshold Region Performance of Maximum Likelihood Estimators

✍ Scribed by Chaumette, E.; Galy, J.; Quinlan, A.; Larzabal, P.

Book ID
119823094
Publisher
IEEE
Year
2008
Tongue
English
Weight
798 KB
Volume
56
Category
Article
ISSN
1053-587X

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A note on admissibility of the maximum likelihood estimator for a bounded normal mean
✍ Manabu Iwasa; Yoshiya Moritani πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 279 KB

In estimating a bounded normal mean, it is known that the maximum likelihood estimator is inadmissible for squared error loss function. In this paper, we discuss the admissibility for other loss functions. We prove that the maximum likelihood estimator is admissible under absolute error loss.