• Title/Summary/Keyword: Second order Bayes risk

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Asymptotically Adimissible and Minimax Estimators of the Unknown Mean

  • Andrew L. Rukhin;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.191-200
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    • 1993
  • An asymptotic estimation problem of the unknown mean is studied under a general loss function. The proof of this result is based on the asymptotic expansion of the risk function. Also conditions for second order admissibility and minimaxity of a class of estimators depending only on the sample mean are established.

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