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Admissibility of estimators in the non-regular family under entropy loss function

✍ Scribed by N. Sanjari Farsipour


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
392 KB
Volume
44
Category
Article
ISSN
0932-5026

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Admissibility under the Frequentistβ€²s Va
✍ F.S. Hsieh; J.T.G. Hwang πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 238 KB

We consider the problem of estimating the sum of squared error loss \(L=|\beta-\hat{\beta}|^{2}\) of the least-squares esitmator \(\hat{\beta}\) for \(\beta\), the regression coefficient. The standard estimator \(\ell_{0}\) is the expected value of \(L\). Here the error variance is assumed to be kno