The admissibility of the maximum likelihood estimator for decomposable log-linear interaction models for contingency tables
โ Scribed by Meeden, Glen; Geyer, Charles; Long, Joseph; Funa, Eiichiro
- Book ID
- 126688818
- Publisher
- Taylor and Francis Group
- Year
- 1998
- Tongue
- English
- Weight
- 782 KB
- Volume
- 27
- Category
- Article
- ISSN
- 0361-0926
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๐ SIMILAR VOLUMES
The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which
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.