On the inadmissibility of unbiased estimators

James O. Berger

Statistics & Probability Letters, 1990, vol. 9, issue 5, 381-384

Abstract: It is observed that unbiased estimators are always inadmissible when the parameter (or function of the parameter) being estimated has either a maximum or a minimum at a parameter value for which the probability distribution is nondegenerate. Examples of problems where this is so include variance components problems, problems with restricted parameter spaces, and estimation of the risk or variance of shrinkage estimators.

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(90)90028-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:9:y:1990:i:5:p:381-384

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().