✦ LIBER ✦

Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators

✍ Scribed by Jayanta K. Ghosh; Rahul Mukerjee; Pranab K. Sen

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 765 KB
Volume: 57
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1996.0021

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✦ Synopsis

In a multiparameter estimation problem, for first-order efficient estimators, second-order Pitman admissibility, and Pitman closeness properties are studied. Bearing in mind the dominant role of Stein-rule estimators in multiparameter estimation theory, such second-order properties are also studied for shrinkage maximum likelihood estimators.