A Complete Class Theorem for Estimating a Noncentrality Parameter
Chow, Mo Suk
Ann. Statist., Tome 15 (1987) no. 1, p. 800-804 / Harvested from Project Euclid
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In statistical decision theory, an important question is to characterize the admissible rules. In this paper, we establish complete class theorems for estimating the noncentrality parameter of noncentral chi-square and noncentral $F$ distributions under squared error loss. Under a minor assumption, any admissible estimator must be a generalized Bayes rule. Using this result, we prove that the positive part of the UMVUE is inadmissible.
Publié le : 1987-06-14
Classification:  Complete class theorem,  noncentrality parameter,  generalized Bayes rules,  62C07,  62C15 
@article{1176350375,
     author = {Chow, Mo Suk},
     title = {A Complete Class Theorem for Estimating a Noncentrality Parameter},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 800-804},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350375}
}

Chow, Mo Suk. A Complete Class Theorem for Estimating a Noncentrality Parameter. Ann. Statist., Tome 15 (1987) no. 1, pp.  800-804. http://gdmltest.u-ga.fr/item/1176350375/