Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Note on Admissibility and Finite Admissibility in Estimation

  • Byung Hwee Kim (Department of Mathematics, Hanyang University, Seoul, 133-791, KOREA) ;
  • Tae Ryoung Park (Department of Applied Mathematics, Seokyeong University, Seoul, 136-704, KOREA)
  • Published : 1994.12.01
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Abstract

Consider the problem of estimating the parameter of the model in which an observable random variable is represented by a unknown scalar parameter plus another random variable and the parameter, sample, and decision spaces consist of all integers. We first characterize the class of all admissible estimators and then characterize the class of all finitely admissible estimators. Finally, we show that two classes are identical.

Keywords

References

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