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Universal admissibility in second order asymptotics
Authors:Yoshiji Takagi
Institution:School of Science, Osaka Prefecture University, Gakuencho 1-1 Sakai, Osaka, Japan
Abstract:Some sufficient conditions for an estimator to be universally second order admissible are derived. Those sufficient conditions consist of the elementary integrals with respect to the Fisher information and the limits of some functions characterized by the dealt statistical model, and thus can be checked with comparative ease. In location model and scale model, the sufficient condition for the linear estimator with respect to the maximum likelihood estimator (MLE) to be universally second order admissible is given. Furthermore, a guide for classifying any estimator into either the universal admissibility or the non-universal admissibility is proposed.
Keywords:62C15  62F12
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