On the admissibility of scale and quantile estimators
The inadmissibility of the best affine-invariant estimators for the variance and noncentral quantiles of the normal law, when loss is squared error, has already been established. However, the proposed (minimax) alternatives to the usual (minimax, but inadmissible) estimators are themselves inadmissi...
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| Language: | English |
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University of British Columbia
2011
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| Online Access: | http://hdl.handle.net/2429/32428 |