Titlebook: Linear Statistical Inference; Proceedings of the I T. Caliński,W. Klonecki Conference proceedings 1985 Springer-Verlag Berlin Heidelberg 19

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Linear Statistical Inference978-1-4615-7353-1Series ISSN 0930-0325 Series E-ISSN 2197-7186

浮雕

Some Remarks on Improving Unbiased Estimators by Multiplication with a Constant,ualifies to admissibility under the mean squared error risk function. Uniformly better estimates are easily given by multiplication of an unbiased estimator with some constant less than but close to one. The optimal choice of such a multiplier is investigated and more specific results are derived for quadratic estimation.

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