Second-Order Pitman Admissibility and Pitman Closeness: The Multiparameter Case and Stein-Rule Estimators

Jayanta K. Ghosh, Rahul Mukerjee and Pranab K. Sen

Journal of Multivariate Analysis, 1996, vol. 57, issue 1, 52-68

Abstract: In a multiparameter estimation problem, for first-order efficient estimators, second-order Pitman admissibility, and Pitman closeness properties are studied. Bearing in mind the dominant role of Stein-rule estimators in multiparameter estimation theory, such second-order properties are also studied for shrinkage maximum likelihood estimators.

Keywords: BAN; estimators; Edgeworth; expansion; first-order; efficiency; maximum; likelihood; estimator; Pitman; neighborhood; shrinkage; estimators; second-order; efficiency; shrinkage; maximum; likelihood; estimator; (null) (search for similar items in EconPapers)
Date: 1996
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