Admissibility of Estimators in the One Parameter Exponential Family and in Multivariate Location Problems
INDIANA UNIV AT BLOOMINGTON DEPT OF MATHEMATICS
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We are concerned with problems related to admissibility and minimaxity of estimators in the one parameter exponential family, and with classes of estimators which improve upon the best invariant estimator in multivariate location problems dimensions p or 3. In connection with admissibility problems we give sufficient conditions for the admissibility of nonlinear estimators aX bCx d in estimating an arbitrary function gtheta with quadratic loss.
- Statistics and Probability