Admissibility of some preliminary test estimators for the mean of normal distribution
type: Item
instance of: scholarly article
title: Admissibility of some preliminary test estimators for the mean of normal distribution
zbMATH Open document ID: 0553.62006
DOI: 10.1007/BF02480992
author: Yasushi Nagata
published in: Annals of the Institute of Statistical Mathematics
publication date: 1983-01-01T00:00:00Z
review text: Let a random variable X follow a p-variate normal distribution \(N_ p(\theta,I_ p)\) with an unknown \(p\times 1\) vector \(\theta\) and \(p\times p\) identity matrix \(I_ p\). The admissibility of a preliminary test estimator using AIC (Akaike's information criterion) procedure will be shown if \(p=1\) and its inadmissibility will be shown if \(p\geq 3\) under the loss function based on Kullback-Leibler information measure. Furthermore the two sample case is also considered.
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 3881655
zbMATH Keywords: mean of normal distribution
zbMATH Keywords: preliminary test estimator
zbMATH Keywords: AIC
zbMATH Keywords: Akaike's information criterion
zbMATH Keywords: Kullback-Leibler information measure
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02480992
OpenAlex ID: W1985046340
description: scientific article; zbMATH DE number 3881655