Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152214 | Statistics & Probability Letters | 2012 | 7 Pages |
Abstract
In the two-parameter case with parameter orthogonality, we propose a method of constructing an estimator with second-order admissibility under any loss function with a given loss coefficient. Furthermore, we give a sufficient condition for any estimator to be second-order admissible or inadmissible. On the basis of these results, the problem of estimating the shape parameter of the gamma distribution is discussed at the level of second-order asymptotics.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yoshiji Takagi,