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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