损失函数估计的可容许性
ADMISSIBILITY FOR LOSS ESTIMATION
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摘要: 本文考虑损失函数的估计问题。主要讨论了正态分布和Poisson分布情形下均值的通常估计量的损失之估计的可容许性。Abstract: In this paper, the sufficient conditions for the admissibility of loss estimators of usual estimators are given for the normal and Poisson cases. As an application, we obtain the Johnstone’s result(see[1]).
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