An example is presented of an inadmissible best invariant point estimator of a location parameter. The extra moment condition of Brown and Fox (1974b) is violated. The example involves two independent, identically distributed observations, an improvement over Perng's (1970) example.
Publié le : 1981-09-14
Classification:
Inadmissible,
location parameter,
best invariant,
62C15,
62F10
@article{1176345594,
author = {Fox, Martin},
title = {An Inadmissible Best Invariant Estimator: The I.I.D. Case},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 1127-1129},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345594}
}
Fox, Martin. An Inadmissible Best Invariant Estimator: The I.I.D. Case. Ann. Statist., Tome 9 (1981) no. 1, pp. 1127-1129. http://gdmltest.u-ga.fr/item/1176345594/