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Second-order Pitman admissibility and Pitman closeness: The multiparameter case and Stein-rule estimators - MaRDI portal

Second-order Pitman admissibility and Pitman closeness: The multiparameter case and Stein-rule estimators (Q1915354)

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scientific article; zbMATH DE number 889779
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English
Second-order Pitman admissibility and Pitman closeness: The multiparameter case and Stein-rule estimators
scientific article; zbMATH DE number 889779

    Statements

    Second-order Pitman admissibility and Pitman closeness: The multiparameter case and Stein-rule estimators (English)
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    15 July 1996
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    best asymptotically normal
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    BAN estimators
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    Edgeworth expansion
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    Pitman neighborhood
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    multiparameter estimation problem
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    first-order efficient estimators
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    second-order Pitman admissibility
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    Pitman closeness
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    Stein-rule estimators
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    second-order properties
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    shrinkage maximum likelihood estimators
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