## Institute of Mathematical Statistics Lecture Notes - Monograph Series

- Lecture Notes--Monograph Series
- Volume 54, 2007, 172-176

### A note on the $U, V$ method of estimation

Arthur Cohen and Harold Sackrowitz

#### Abstract

The $U, V$ method of estimation provides unbiased estimators or predictors of random quantities. The method was introduced by Robbins and subsequently studied in a series of papers by Robbins and Zhang. (See Zhang). Practical applications of the method are featured in these papers. We demonstrate that for one $U$ function (one for which there is an important application) the $V$ estimator is inadmissible for a wide class of loss functions. For another important $U$ function the $V$ estimator is admissible for the squared error loss function.

#### Chapter information

**Source***Complex Datasets and Inverse Problems: Tomography, Networks and Beyond* (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2007)

**Dates**

First available in Project Euclid: 4 December 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.lnms/1196794951

**Digital Object Identifier**

doi:10.1214/074921707000000139

**Subjects**

Primary: 62C15: Admissibility

Secondary: 62F15: Bayesian inference

**Keywords**

admissibility unbiased estimators asymptotic efficiency

**Rights**

Copyright © 2007, Institute of Mathematical Statistics

#### Citation

Cohen, Arthur; Sackrowitz, Harold. A note on the $U, V$ method of estimation. Complex Datasets and Inverse Problems, 172--176, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2007. doi:10.1214/074921707000000139. https://projecteuclid.org/euclid.lnms/1196794951