The Annals of Statistics

An Inadmissible Best Invariant Estimator: The I.I.D. Case

Martin Fox

Full-text: Open access

Abstract

An example is presented of an inadmissible best invariant point estimator of a location parameter. The extra moment condition of Brown and Fox (1974b) is violated. The example involves two independent, identically distributed observations, an improvement over Perng's (1970) example.

Article information

Source
Ann. Statist., Volume 9, Number 5 (1981), 1127-1129.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345594

Digital Object Identifier
doi:10.1214/aos/1176345594

Mathematical Reviews number (MathSciNet)
MR628770

Zentralblatt MATH identifier
0478.62008

JSTOR
links.jstor.org

Subjects
Primary: 62C15: Admissibility
Secondary: 62F10: Point estimation

Keywords
Inadmissible location parameter best invariant

Citation

Fox, Martin. An Inadmissible Best Invariant Estimator: The I.I.D. Case. Ann. Statist. 9 (1981), no. 5, 1127--1129. doi:10.1214/aos/1176345594. https://projecteuclid.org/euclid.aos/1176345594


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