Influence of Censorship on the Minimax Risk of Decision Procedures
Author:
Marek Ka
uszka a
uszka a
| Affiliation: | a Technical University of Lodz, Poland |
DOI:
10.1080/02331889708802581
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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(English)
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Abstract
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.
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| Keywords: Decision procedures; censorship; minimax risk; admissibility; information inequalities |
| view references (8) |

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