Questions tagged [admissibility]
Admissible estimator: there is no other estimator for which the risk is $\leq$ for all possible true values of the target parameter.
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Empirical Bayes (In)Admissibility
Most of the time, sticking to a pure Bayesian approach to statistics with proper priors, leads to admissible estimators.
Nevertheless, there is a good reason to use Empirical Bayes in many cases, and ...
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Is an inadmissible estimator necessarily dominated by some admissible estimator
Basic example: $X$ has a $p$-variate iid standard Normal distribution; the sample mean is not admissible if $p>2$ and is dominated by the Stein shrinkage estimator.
However, the Stein shrinkage ...
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When is it better to have an unbiased estimator instead of one that has a smaller risk?
I just learned that for $X_1, \ldots X_n \sim N(\mu, \sigma^2)$ i.i.d, the sample variance $\frac{1}{n-1} \sum_{i=1}^n (X_i - \bar X)^2$ is unbiased, and it is in fact UMVUE.
However, it is not ...
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Why are fisher-scoring estimates of the fixed-effects not used to calculate empirical bayes estimates of random-effects? Are they in-admissible?
Why is it not practiced using estimates of fixed-effects from fisher scoring used to calculate GEE coefficients to estimate random-effects via empirical bayes? We have another estimate of $\theta$ in ...
user318514
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Why has the admissibility of the Graybill–Deal estimator eluded a proof for so long?
The Graybill–Deal estimator is used to estimate the shared mean of two normals with unknown variances. I understand the literature has proven it is unbiased, but a proof of admissibility has not yet ...
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Well structured data
In the paper "Admissible clustering procedures" the authors Van Ness and Fisher (1971) have explained well structured data as follows:
Data is said to be well structured if it has exact tree ...
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