๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on universal admissibility of scale parameter estimators

โœ Scribed by Debashis Kushary

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
453 KB
Volume
38
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

โœฆ Synopsis

The notion of universal admissibility of estimators was introduced and developed by Hwang (1985) and Brown and Hwang (1989). In several models commonly used estimators of scale parameters are shown to be inadmissible under specified loss functions. Here we focus on the scale and location-scale invariant estimation of the scale parameter under the universal admissibility criterion. For a one parameter gamma distribution, we characterize the class of universal admissible estimators. For the two parameter normal and exponential models we derive the condition for universal inadmissibility of the estimators of the scale parameter. (~

๐Ÿ“œ SIMILAR VOLUMES

A note on decision theoretic estimation
A note on decision theoretic estimation of ordered parameters
โœ George Iliopoulos ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 89 KB

This paper deals with decision theoretic estimation of the middle among three ordered location parameters under an arbitrary strictly convex loss function. Double-shrinkage estimators are produced which use all the available data and improve on single-shrinkage ones. The case of estimation of the mi