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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64897

    Title: ϵ-Admissible Estimators for Normal and Poisson Means
    Authors: Chang, Yi-Ping;Huang, Wen-Tao;Wang, Hsiuying
    Contributors: 淡江大學經營決策學系
    Keywords: ε-admissibility;0 +-admissibility;Admissibility;James-Stein estimator;Simultaneous estimation
    Date: 2008-01
    Issue Date: 2013-05-31 11:36:43 (UTC+8)
    Publisher: Philadelphia: Taylor & Francis Inc.
    Abstract: The criterion of admissibility has been considered as one of the most important criterion in decision theory and many important results have been contributed in this direction. In this article, we propose a more flexible criterion, so-called ε-admissibility (which can be considered as weak admissibility), which generates a monotone sequence of classes of estimators. The limit of this sequence, class of 0+-admissible estimators, is the smallest class including the class of usual admissible estimators, which also belongs to the monotone sequence. Some sufficient and necessary conditions are proposed for ε-admissibility and 0+-admissibility. Under some weighted square loss, it can be shown that the usual MLE is 0+-admissible for the multivariate normal distribution and the multivariate Poisson distribution.
    Relation: Communications in Statistics: Theory and Methods 37(8), pp.1181-1192
    DOI: 10.1080/03610920701713377
    Appears in Collections:[管理科學學系暨研究所] 期刊論文

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