On the inadmissibility of unbiased estimators
Publication
, Journal Article
Berger, JO
Published in: Statistics and Probability Letters
January 1, 1990
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.
Duke Scholars
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
9
Issue
5
Start / End Page
381 / 384
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Berger, J. O. (1990). On the inadmissibility of unbiased estimators. Statistics and Probability Letters, 9(5), 381–384. https://doi.org/10.1016/0167-7152(90)90028-6
Berger, J. O. “On the inadmissibility of unbiased estimators.” Statistics and Probability Letters 9, no. 5 (January 1, 1990): 381–84. https://doi.org/10.1016/0167-7152(90)90028-6.
Berger JO. On the inadmissibility of unbiased estimators. Statistics and Probability Letters. 1990 Jan 1;9(5):381–4.
Berger, J. O. “On the inadmissibility of unbiased estimators.” Statistics and Probability Letters, vol. 9, no. 5, Jan. 1990, pp. 381–84. Scopus, doi:10.1016/0167-7152(90)90028-6.
Berger JO. On the inadmissibility of unbiased estimators. Statistics and Probability Letters. 1990 Jan 1;9(5):381–384.
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
January 1, 1990
Volume
9
Issue
5
Start / End Page
381 / 384
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics