Influence of Censorship on the Minimax Risk of Decision Procedures

Gajek and Gather(1991) showed that under the presence of censoring a trivial estimator of the scale parameter not depending on the sample can be both minimax and admissible. We consider a general decision problem. No assumptions are imposed on decision space, decision procedures and loss function ex...

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Bibliographic Details
Published inStatistics (Berlin, DDR) Vol. 29; no. 2; pp. 169 - 178
Main Author Kałuszka, Marek
Format Journal Article
LanguageEnglish
Published Gordon & Breach Science Publishers 01.01.1997
Subjects
1991 Mathematics Subject Classification
admissibility
censorship
Decision procedures
information inequalities
minimax risk
Primary 62C20
Secondary 62F10
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Summary:Gajek and Gather(1991) showed that under the presence of censoring a trivial estimator of the scale parameter not depending on the sample can be both minimax and admissible. We consider a general decision problem. No assumptions are imposed on decision space, decision procedures and loss function except standard ones. It is shown that the anomaly also occurs. Some related results are given.
ISSN:0233-1888
1029-4910
DOI:10.1080/02331889708802581