Some limitation on stein's phenomenon |
| |
Authors: | LD Brown JT Hwang |
| |
Institution: | Department of Mathematics , White Hall Cornell University , Ithaca, NY, 14853 |
| |
Abstract: | We show that Stein's phenomenon is impossible for the following decision setting: the parameter space is compact, the loss function is the sum of coordinatewise strictly convex continuous loss functions, and the probability density function having the same support for every parameter θ is continuous in θ. Therefore, any coordinatewise admissible decision rule is admissible. |
| |
Keywords: | admissibility risk function loss fucntion |
|
|