A note on the U,V method of estimation

Details A note on the U,V method of estimation A note on the U,V method of estimation

2007-08-07

arxiv.org/abs/0708.0981v1

IMS Lecture Notes Monograph Series 2007, Vol. 54, 172-176

Mathematics

Statistics Theory

Published at http://dx.doi.org/10.1214/074921707000000139 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921707000000139

The U,V method of estimation provides unbiased estimators or predictors of random quantities. The method was introduced by Robbins \citer3 and subsequently studied in a series of papers by Robbins and Zhang. (See Zhang \citer5.) Practical applications of the method are featured in these papers. We demonstrate that for one U function (one for which there is an important application) the V estimator is inadmissible for a wide class of loss functions. For another important U function the V estimator is admissible for the squared error loss function.

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