Second-order Pitman admissibility and pitman closeness: the multiparameter case and Stein-rule estimators

Ghosh, Jayanta K. ; Mukerjee, Rahul ; Sen, Pranab K. (1996) Second-order Pitman admissibility and pitman closeness: the multiparameter case and Stein-rule estimators Journal of Multivariate Analysis, 57 (1). pp. 52-68. ISSN 0047-259X

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00472...

Related URL: http://dx.doi.org/10.1006/jmva.1996.0021

Abstract

In a multiparameter estimation problem, for first-order efficient estimators, second-order Pitman admissibility, and Pitman closeness properties are studied. Bearing in mind the dominant role of Stein-rule estimators in multiparameter estimation theory, such second-order properties are also studied for shrinkage maximum likelihood estimators.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Ban Estimators; Edgeworth Expansion; First-order Efficiency; Maximum Likelihood Estimator; Pitman Neighborhood; Shrinkage Estimators; Second-order Efficiency; Shrinkage Maximum Likelihood Estimator
ID Code:22537
Deposited On:24 Nov 2010 08:23
Last Modified:02 Jun 2011 06:56

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