ADMISSIBILITY RESULTS IN LOSS ESTIMATION
成果类型：
Article
署名作者：
LELE, C
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176349031
发表日期：
1993
页码：
378-390
关键词：
摘要：
In this paper we consider the problem of estimating the loss of point estimators and study admissibility of such estimators of loss. We adapt and extend the ''unified admissibility proof'' idea of Brown and Hwang to this problem. We first present the result in the Gaussian setup. We then generaIize the procedure to general exponential family distributions and apply it to the Poisson distribution. The result for the gamma distribution is also stated. The role played by the ''polydisc transform'' (cf. Johnstone and MacGibbon) in making explicit the relationship between the Gaussian and Poisson cases is discussed.