Admissibility of some preliminary test estimators for the mean of normal distribution

DOI10.1007/BF02480992zbMath0553.62006OpenAlexW1985046340MaRDI QIDQ802228

Yasushi Nagata

Publication date: 1983

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02480992

zbMATH Keywords

AICAkaike's information criterionpreliminary test estimatorKullback-Leibler information measuremean of normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Related Items (5)

Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean ⋮ On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost ⋮ On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms ⋮ On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss ⋮ Minimaxity of a preliminary test estimator for the mean of normal distribution

Cites Work

• Unnamed Item
• A minimax regret estimator of a normal mean after preliminary test
• Two errors in statistical model fitting
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• On level of significance of the preliminary test in pooling means
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• On Minimax Statistical Decision Procedures and their Admissibility

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