ON THE INADMISSIBILITY OF UNBIASED ESTIMATORS

被引：2
|
作者：
BERGER, JO
机构：
[1] Department of Statistics, Purdue University, West Lafayette
来源：
STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 05期
基金：
美国国家科学基金会;
关键词：
D O I：
10.1016/0167-7152(90)90028-6
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is observed that unbiased estimators are always inadmissible when the parameter (or function of the parameter) being estimated has either a maximum or a minimum at a parameter value for which the probability distribution is nondegenerate. Examples of problems where this is so include variance components problems, problems with restricted parameter spaces, and estimation of the risk or variance of shrinkage estimators. © 1990.
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页码：381 / 384
页数：4
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