Abstract
Hansen (2005) obtained the efficiency bound (the lowest achievable risk) in the p-dimensional normal location model when p≥3, generalizing an earlier result of Magnus (2002) for the one-dimensional case (p = 1). The classes of estimators considered are, however, different in the two cases. We provide an alternative bound to Hansen's which is a more natural generalization of the one-dimensional case, and we compare the classes and the bounds.
Original language | English |
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Pages (from-to) | 4147-4152 |
Number of pages | 6 |
Journal | Communications in Statistics - Theory and Methods |
Volume | 53 |
Issue number | 11 |
Early online date | 15 Feb 2023 |
DOIs | |
Publication status | Published - 2024 |
Bibliographical note
Publisher Copyright:© 2022 Taylor & Francis Group, LLC.
Funding
Giuseppe De Luca acknowledges financial support from the MIUR PRIN PRJ-0324. The authors thank the two referees for their positive and constructive comments.
Funders | Funder number |
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Ministero dell’Istruzione, dell’Università e della Ricerca |
Keywords
- lower bound
- Normal location model
- risk
- shrinkage estimators