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VOL. 54 | 2007 A note on the $U, V$ method of estimation
Arthur Cohen, Harold Sackrowitz

Editor(s) Regina Liu, William Strawderman, Cun-Hui Zhang

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.

Information

Published: 1 January 2007
First available in Project Euclid: 4 December 2007

Digital Object Identifier: 10.1214/074921707000000139

Subjects:
Primary: 62C15
Secondary: 62F15

Rights: Copyright © 2007, Institute of Mathematical Statistics

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