Title of article
Admissible and minimax estimation of the parameter n in the binomial distribution
Author/Authors
Zou، Guohua نويسنده , , Wan، Alan T. K. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-450
From page
451
To page
0
Abstract
In this paper, the problem of estimating the parameter n of the binomial distribution is considered under the assumption of both infinite and finite parameter spaces. A class of estimators, which include as a special case Sadooghi-Alvandiʹs [Ann. Statist. 14 (1986) 1634] estimator is considered; and the necessary and sufficient conditions for this class of estimators to be admissible are obtained, along with a new proof on the admissibility of Sadooghi-Alvandiʹs estimator. Furthermore, the minimax property of some estimators is investigated.
Keywords
Barrier options , Asian options , Conversion costs , Natural resources valuation
Journal title
Journal of Statistical Planning and Inference
Serial Year
2003
Journal title
Journal of Statistical Planning and Inference
Record number
73322
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