Corrections to mean square error matrix superiority of empirical Bayes estimators under misspecification
نویسندگان
چکیده
منابع مشابه
Mean Square Error bounds for parameter estimation under model misspecification
In parameter estimation, assumptions about the model are typically considered which allow us to build optimal estimation methods under many statistical senses. However, it is usually the case where such models are inaccurately known or not capturing the complexity of the observed phenomenon. A natural question arises to whether we can find fundamental estimation bounds under model mismatches. T...
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1School of Business Administration, Southwestern University of Finance and Economics No. 555, Liutai Ave, Wenjiang Zone, Chengdu 611130, China 2Yangtze Normal University, No. 98, Julong Ave, Fuling Zone, Chongqing, 408100, China 3School of Management and Economics University of Electronic Science and Technology of China No. 2006, Xiyuan Ave, West Hi-Tech Zone, Chengdu 611731, China e-mail: koug...
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ژورنال
عنوان ژورنال: Test
سال: 1996
ISSN: 1133-0686,1863-8260
DOI: 10.1007/bf02562691