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.
โฆ LIBER โฆ
A Note on the Admissibility of Hammersley's Estimator of an Integer Mean
โ Scribed by Rasul A. Khan
- Book ID
- 115056550
- Publisher
- John Wiley and Sons
- Year
- 1978
- Tongue
- French
- Weight
- 245 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3314833
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A note on admissibility of the maximum l
โ
Manabu Iwasa; Yoshiya Moritani
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 279 KB
On the admissibility of an estimator of
โ
Ahmad Parsian
๐
Article
๐
1990
๐
Springer Japan
๐
English
โ 431 KB
A note on second-order admissibility of
โ
Nabendu Pal; Wooi K. Lim
๐
Article
๐
1997
๐
Elsevier Science
๐
English
โ 295 KB
Consider the problem of estimating the common mean of several normal populations with unknown and possibly unequal variances under the squared error loss function. The well-known unbiased estimator of the common mean is the Graybill-Deal estimator. The general admissibility (or otherwise) of this es
Admissibility of the natural estimator o
โ
Carl Spruill
๐
Article
๐
1982
๐
Elsevier Science
๐
English
โ 331 KB
An ษ -admissibility condition on the sam
โ
A. A. Zinger
๐
Article
๐
1981
๐
Springer US
๐
English
โ 472 KB
The Admissibility of Pitman's Estimator
โ
Charles Stein
๐
Article
๐
1959
๐
Institute of Mathematical Statistics
โ 589 KB