An Inadmissible Best Invariant Estimator: The I.I.D. Case

Martin Fox

doi:10.1214/aos/1176345594

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Home > Journals > Ann. Statist. > Volume 9 > Issue 5 > Article

September, 1981 An Inadmissible Best Invariant Estimator: The I.I.D. Case

Martin Fox

Ann. Statist. 9(5): 1127-1129 (September, 1981). DOI: 10.1214/aos/1176345594

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Abstract

An example is presented of an inadmissible best invariant point estimator of a location parameter. The extra moment condition of Brown and Fox (1974b) is violated. The example involves two independent, identically distributed observations, an improvement over Perng's (1970) example.

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Martin Fox. "An Inadmissible Best Invariant Estimator: The I.I.D. Case." Ann. Statist. 9 (5) 1127 - 1129, September, 1981. https://doi.org/10.1214/aos/1176345594