Given a random sample from an unknown distribution $F,$ which is assumed to belong to some nonparametric family of distributions, consider the problem of estimating $\gamma(F),$ some function of $F.$ When the loss function is squared error, admissible estimators are exhibited for a large class of $\gamma$'s. A relationship between these estimators and similar ones in finite population sampling is demonstrated.
Publié le : 1985-06-14
Classification:
Admissibility,
nonparametric estimation,
finite population sampling,
stepwise Bayes,
62C15,
62G05,
62D05,
62C10
@article{1176349559,
author = {Meeden, Glen and Ghosh, Malay and Vardeman, Stephen},
title = {Some Admissible Nonparametric and Related Finite Population Sampling Estimators},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 811-817},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349559}
}
Meeden, Glen; Ghosh, Malay; Vardeman, Stephen. Some Admissible Nonparametric and Related Finite Population Sampling Estimators. Ann. Statist., Tome 13 (1985) no. 1, pp. 811-817. http://gdmltest.u-ga.fr/item/1176349559/