{
  "id": "0708.0981",
  "version": "v1",
  "published": "2007-08-07T15:47:51.000Z",
  "updated": "2007-08-07T15:47:51.000Z",
  "title": "A note on the U,V method of estimation",
  "authors": [
    "Arthur Cohen",
    "Harold Sackrowitz"
  ],
  "comment": "Published at http://dx.doi.org/10.1214/074921707000000139 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)",
  "journal": "IMS Lecture Notes Monograph Series 2007, Vol. 54, 172-176",
  "doi": "10.1214/074921707000000139",
  "categories": [
    "math.ST",
    "stat.TH"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-08-07T15:47:51.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "62C15",
      "62F15"
    ],
    "keywords": [
      "estimation",
      "squared error loss function",
      "wide class",
      "important application",
      "random quantities"
    ],
    "tags": [
      "monograph",
      "journal article",
      "lecture notes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0708.0981C"
    }
  }
}