Summary
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.
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References
Kuboki, H. (1982. Unbiased estimaors in the sense of Lehmann and their discrimination rates,Ann. Inst. Statist. Math.,34, A, 19–37.
Lehmann, E. L. (1959).Testing Statistical Hypotheses, John Wiley & Sons, New York.
Pitman, E. J. G. (1979).Some Basic Theory for Statistical Inference, Chapman and Hall, London.
Additional information
This research was supported in part by a Grant-in-Aid for Scientific Research of the Japanese Ministry of Education, Science and Culture.
The Institute of Statistical Mathematics
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Kuboki, H. Unbiased estimators in the sense of Lehmann and their discrimination rates (II): Multi-parameter cases. Ann Inst Stat Math 34, 399–409 (1982). https://doi.org/10.1007/BF02481039
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DOI: https://doi.org/10.1007/BF02481039