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March, 1975 Admissibility of the Best Invariant Estimator of One Co-Ordinate of a Location Vector
Stephen L. Portnoy
Ann. Statist. 3(2): 448-450 (March, 1975). DOI: 10.1214/aos/1176343069

Abstract

In 1960, Charles Stein conjectured that the best invariant estimate of a single co-ordinate of a $p$-dimensional location parameter would be admissible if $p \leqq 3$ but inadmissible if $p \geqq 4$. This appear present a class of examples which supports Stein's conjecture.

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Stephen L. Portnoy. "Admissibility of the Best Invariant Estimator of One Co-Ordinate of a Location Vector." Ann. Statist. 3 (2) 448 - 450, March, 1975. https://doi.org/10.1214/aos/1176343069

Information

Published: March, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0302.62003
MathSciNet: MR362595
Digital Object Identifier: 10.1214/aos/1176343069

Subjects:
Primary: 62C15
Secondary: 62F10

Rights: Copyright © 1975 Institute of Mathematical Statistics

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Vol.3 • No. 2 • March, 1975
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