Inadmissibility results of the mle for the multinomial problem when the parameter space is restricted or truncated |
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Authors: | Eiichiro Funo |
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Institution: | Department of Economics , Kanto Gakuin University , Yokohama, Japan |
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Abstract: | In binomial or multinomial problems when the parameter space is restricted or truncated to a subset of the natural parameter space, the maximum likelihood estimator (MLE) may be inadmissible under squared error loss. A quite general condition for the inadmissibility of MLEs in such cases can be established using the stepwise Bayes technique and the complete class theorem of Brown. |
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Keywords: | maximum likelihood estimator inadmissibility complete class theorem |
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