Abstract
The estimation problem of a function of normal parameters $\xi/\sigma^{2p}$ is considered. We prove that a "natural" estimator of this ratio is admissible for quadratic loss if and only if $p$ is nonnegative.
Citation
Andrew Rukhin. "Estimating a Ratio of Normal Parameters." Ann. Statist. 13 (4) 1616 - 1624, December, 1985. https://doi.org/10.1214/aos/1176349758
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