๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Note on the Moderate Deviation Principle of Maximum Likelihood Estimator

โœ Scribed by Y. Miao; Ying-Xia Chen


Publisher
Springer Netherlands
Year
2009
Tongue
English
Weight
276 KB
Volume
110
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on admissibility of the maximum l
โœ Manabu Iwasa; Yoshiya Moritani ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.