Universal admissibility in second order asymptotics

DOI10.1016/j.jspi.2009.01.015zbMath1168.62007OpenAlexW2050816141MaRDI QIDQ2390451

Yoshiji Takagi

Publication date: 22 July 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.01.015

zbMATH Keywords

loss coefficientuniversal second order admissibility

Mathematics Subject Classification ID

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

Related Items (1)

On the estimation of the shape parameter of the gamma distribution in second-order asymptotics

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• Universal domination and stochastic domination: U-admissibility and U- inadmissibility of the least squares estimator
• A note on universal admissibility of scale parameter estimators
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Parametrization invariance with respect to second order admissibility under mean squared error
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• On universal admissibility of scale parameter estimators.

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