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Theory and Method

The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost

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Pages 872-874 | Received 01 Dec 1976, Published online: 05 Apr 2012

References

  • Blyth , C. R. 1951 . “On Minimax Statistical Decision Procedures and Their Admissibility” . Annals of Mathematical Statistics , 22 : 22 – 42 .
  • Cohen , Arthur . 1965 . “A Hybrid Problem on the Exponential Family” . Annals of Mathematical Statistics , 36 : 1185 – 1206 .
  • Faden , Arnold M. and Rausser , Gordon C. 1976 . “Econometric Policy Model Construction: The Post-Bayesian Approach” . Annals of Economic and Social Measurement , 5 : 349 – 362 .
  • Karlin , S. and Rubin , H. 1956 . “The Theory of Decision Procedures for Distributions With Monotone Likelihood Ratio” . Annals of Mathematical Statistics , 27 : 272 – 299 .
  • Sacks , Jerome . 1963 . “Generalized Bayes Solutions in Estimation Problems” . Annals of Mathematical Statistics , 34 : 751 – 768 .

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