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On the admissibility of an estimator of a normal mean vector under a linex loss function

โœ Scribed by Ahmad Parsian


Publisher
Springer Japan
Year
1990
Tongue
English
Weight
431 KB
Volume
42
Category
Article
ISSN
0020-3157

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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.