Unbiased estimators in the sense of Lehmann and their discrimination rates (II): Multi-parameter cases
The notion ofdiscrimination rate of any unbiased estimator in the sense of Lehmann is, as defined by the author (1982,Ann. Inst. Statist. Math.,34, A, 19–37), extended to multi-parameter cases.
KeywordsPartial Derivative Loss Function Unit Length Linear Regression Model Risk Function
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© The Institute of Statistical Mathematics, Tokyo 1982