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Influence of Censorship on the Minimax Risk of Decision Procedures

 

作者: Marek Kałuszka,  

 

期刊: Statistics  （Taylor Available online 1997）
卷期: Volume 29, issue 2  

页码: 169-178

 

ISSN:0233-1888

 

年代: 1997

 

DOI:10.1080/02331889708802581

 

出版商: Gordon & Breach Science Publishers

 

关键词: 1991 Mathematics Subject Classification;Primary 62C20;62L10;Secondary 62F10;Decision procedures;censorship;minimax risk;admissibility;information inequalities

 

数据来源: Taylor

 

摘要:

Gajek and Gather(1991) showed that under the presence of censoring a trivial estimator of the scale parameter not depending on the sample can be both minimax and admissible. We consider a general decision problem. No assumptions are imposed on decision space, decision procedures and loss function except standard ones. It is shown that the anomaly also occurs. Some related results are given.

 

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