Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector
Berger, James O.
Ann. Statist., Tome 4 (1976) no. 1, p. 1065-1076 / Harvested from Project Euclid
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Let $X = (X_1, X_2, X_3)$ be a random vector with density $f(x - \theta)$, where $\theta = (\theta_1, \theta_2, \theta_3)$ is unknown. It is desired to estimate $(\theta_1, \theta_2)$ using an estimator $(\delta_1(X), \delta_2(X))$, and under a loss function $L(\delta_1 - \theta_1, \delta_2 - \theta_2)$. (Note that $\theta_3$ is a nuisance parameter.) Under certain conditions on $f$ and $L$, it is shown that the best invariant estimator of $(\theta_1, \theta_2)$ is inadmissible.
Publié le : 1976-11-14
Classification:  Inadmissibility,  best invariant estimator,  location vector,  risk function,  loss function,  62C15,  62F10,  62H99 
@article{1176343642,
     author = {Berger, James O.},
     title = {Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 1065-1076},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343642}
}

Berger, James O. Inadmissibility Results for the Best Invariant Estimator of Two Coordinates of a Location Vector. Ann. Statist., Tome 4 (1976) no. 1, pp.  1065-1076. http://gdmltest.u-ga.fr/item/1176343642/