Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators

In a multiparameter estimation problem, for first-order efficient estimators, second-order Pitman admissibility, and Pitman closeness properties are studied. Bearing in mind the dominant role of Stein-rule estimators in multiparameter estimation theory, such second-order properties are also studied for shrinkage maximum likelihood estimators.

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Year of publication:	1996
Authors:	Ghosh, Jayanta K. ; Mukerjee, Rahul ; Sen, Pranab K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 57.1996, 1, p. 52-68
Publisher:	Elsevier
Keywords:	BAN estimators Edgeworth expansion first-order efficiency maximum likelihood estimator Pitman neighborhood shrinkage estimators second-order efficiency shrinkage maximum likelihood estimator (null)

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005199392