In 1960, Charles Stein conjectured that the best invariant estimate of a single co-ordinate of a $p$-dimensional location parameter would be admissible if $p \leqq 3$ but inadmissible if $p \geqq 4$. This appear present a class of examples which supports Stein's conjecture.
Publié le : 1975-03-14
Classification:
Admissibility,
location invariance,
estimation with nuisance parameters,
62C15,
62F10
@article{1176343069,
author = {Portnoy, Stephen L.},
title = {Admissibility of the Best Invariant Estimator of One Co-Ordinate of a Location Vector},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 448-450},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343069}
}
Portnoy, Stephen L. Admissibility of the Best Invariant Estimator of One Co-Ordinate of a Location Vector. Ann. Statist., Tome 3 (1975) no. 1, pp. 448-450. http://gdmltest.u-ga.fr/item/1176343069/