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arxiv: 0708.0981 · v1 · submitted 2007-08-07 · 🧮 math.ST · stat.TH

A note on the U,V method of estimation

classification 🧮 math.ST stat.TH
keywords methodfunctionestimationestimatorimportantlossrobbinszhang
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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.

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