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Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error

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  • Yoshiji Takagi

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  • Yoshiji Takagi, 1999. "Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 99-110, March.
    • Handle: RePEc:spr:aistmt:v:51:y:1999:i:1:p:99-110
    DOI: 10.1023/A:1003883202324
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    References listed on IDEAS

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    1. Pfanzagl, J. & Wefelmeyer, W., 1978. "A third-order optimum property of the maximum likelihood estimator," Journal of Multivariate Analysis, Elsevier, vol. 8(1), pages 1-29, March.
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