2ND-ORDER PITMAN ADMISSIBILITY AND PITMAN CLOSENESS - THE MULTIPARAMETER CASE AND STEIN-RULE ESTIMATORS

Authors
GHOSH JK MUKERJEE R SEN PK
Citation
Jk. Ghosh et al., 2ND-ORDER PITMAN ADMISSIBILITY AND PITMAN CLOSENESS - THE MULTIPARAMETER CASE AND STEIN-RULE ESTIMATORS, Journal of Multivariate Analysis, 57(1), 1996, pp. 52-68
Citations number
15
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
57
Issue
1
Year of publication
1996
Pages
52 - 68
Database
ISI
SICI code
0047-259X(1996)57:1<52:2PAAPC>2.0.ZU;2-K
Abstract
In a multiparameter estimation problem, for first-order efficient esti mators, second-order Pitman admissibility, and Pitman closeness proper ties are studied. Bearing in mind the dominant role of Stein-rule esti mators in multiparameter estimation theory, such second-order properti es are also studied for shrinkage maximum likelihood estimators. (C) 1 996 Academic Press, Inc.