Title of article
Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators
Author/Authors
Ghosh، نويسنده , , Jayanta K. and Mukerjee، نويسنده , , Rahul and Sen، نويسنده , , Pranab K.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
17
From page
52
To page
68
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.
Keywords
BAN estimators , Edgeworth expansion , second-order efficiency , Pitman neighborhood , Shrinkage estimators , shrinkage maximum likelihood estimator , Maximum likelihood estimator , first-order efficiency
Journal title
Journal of Multivariate Analysis
Serial Year
1996
Journal title
Journal of Multivariate Analysis
Record number
1557364
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