An Inadmissible Best Invariant Estimator: The I.I.D. Case
The Annals of Statistics · 1981 · Volume 9 · Issue 5
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.
Keywords
62C15, 62F10, best invariant, Inadmissible, location parameter
Enable JavaScript for citation tools and additional paper interactions.