The Annals of Statistics

A Necessary and Sufficient Condition for Second Order Admissibility with Applications to Berkson's Bioassay Problem

Abstract

A theorem is proved which gives a necessary and sufficient condition for improving, up to $o(n^{-2})$, the mean squared error of the maximum likelihood estimate $\hat{\theta}$ by using an estimate of the form $\hat{\theta} + d(\hat{\theta})/n$. An application is made to a bioassay problem of Berkson.

Article information

Source
Ann. Statist., Volume 9, Number 6 (1981), 1334-1338.

Dates
First available in Project Euclid: 12 April 2007

https://projecteuclid.org/euclid.aos/1176345650

Digital Object Identifier
doi:10.1214/aos/1176345650

Mathematical Reviews number (MathSciNet)
MR630116

Zentralblatt MATH identifier
0484.62047

JSTOR