On some properties of hammersley's estimator of an integer mean

Authors
Citation
A. Khan, Rasul, On some properties of hammersley's estimator of an integer mean, Annals of statistics , 1(4), 1973, pp. 756-762
Journal title
ISSN journal
00905364
Volume
1
Issue
4
Year of publication
1973
Pages
756 - 762
Database
ACNP
SICI code
Abstract
Let X1, ., Xn be i.i.d.N(i, 1), i = 0, ± 1, ± 2,..Hammersley [2] proposed [X.n], the nearest integer to the sample mean, as an estimator of i.It is proved that d is minimax and admissible relative to zero-one loss.However, it is shown that relative to squared error loss, the estimator is neither admissible nor minimax.