EXPLICIT FORMULAS FOR MINIMAX ADMISSIBLE ESTIMATORS IN SOME CASES OF RESTRICTIONS IMPOSED ON THE PARAMETER.
Abstract
It has been known that an estimator which is minimax or admissible, or both, when the parameter ranges over the entire natural parameter space, may lose one or both properties if the variability of the parameter is restricted to a proper subset of the natural parameter space. In this paper two examples are discussed in detail where the parameter is so restricted, and yet it is possible to obtain explicit formulas for estimators which are admissible in some restricted class. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 15, 1965
- Accession Number
- AD0469172
Entities
People
- Stefan Zubrzycki
Organizations
- University of Washington