Article ID Journal Published Year Pages File Type
1152214 Statistics & Probability Letters 2012 7 Pages PDF
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
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