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

DOI10.1006/JMVA.1996.0021zbMATH Open0863.62020OpenAlexW2021267228WikidataQ101246418 ScholiaQ101246418MaRDI QIDQ1915354

Rahul Mukerjee, Jayanta K. Ghosh, Pranab K. Sen

Publication date: 15 July 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0021

zbMATH Keywords

Stein-rule estimatorsEdgeworth expansionPitman closenessbest asymptotically normalsecond-order propertiesBAN estimatorssecond-order Pitman admissibilityfirst-order efficient estimatorsmultiparameter estimation problemPitman neighborhoodshrinkage maximum likelihood estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Admissibility in statistical decision theory (62C15)

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