A note on the U, V method of estimation
نویسندگان
چکیده
Abstract: The U, V method of estimation provides unbiased estimators or predictors of random quantities. The method was introduced by Robbins [3] and subsequently studied in a series of papers by Robbins and Zhang. (See Zhang [5].) Practical applications of the method are featured in these papers. We demonstrate that for one U function (one for which there is an important application) the V estimator is inadmissible for a wide class of loss functions. For another important U function the V estimator is admissible for the squared error loss function.
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