期刊論文
| 學年 | 96 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2008-01-01 |
| 作品名稱 | ϵ-Admissible Estimators for Normal and Poisson Means |
| 作品名稱（其他語言） | |
| 著者 | Chang, Yi-Ping; Huang, Wen-Tao; Wang, Hsiuying |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | Philadelphia: Taylor & Francis Inc. |
| 著錄名稱、卷期、頁數 | Communications in Statistics: Theory and Methods 37(8), pp.1181-1192 |
| 摘要 | 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. |
| 關鍵字 | ε-admissibility;0 +-admissibility;Admissibility;James-Stein estimator;Simultaneous estimation |
| 語言 | en |
| ISSN | 0361-0926 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Wang, Hsiuying |
| 審稿制度 | |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/64897 ) |