Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417615 | Computational Statistics & Data Analysis | 2012 | 9 Pages |
Abstract
We prove that the standard nonparametric mean estimator for judgment post-stratification is inadmissible under squared error loss within a certain class of linear estimators. We derive alternate estimators that are admissible in this class, and we show that one of them is always better than the standard estimator. The reduction in mean squared error from using this alternate estimator can be as large as 10% for small set sizes and small sample sizes.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jesse Frey, Timothy G. Feeman,