Admissibility of MLE

TITLE:

Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions

JOURNAL:

Sankhya: The Indian Journal of Statistics

DATE OF PUBLICATION:

1985

SUMMARY:

The MLE of the reciprocal of a normal mean is admissible and generalized Bayes with respect to a class of Zero-One loss functions.

REFERENCE:

Zaman, Asad, "Admissibility of the Maximum Likelihood Estimate of the Reciprocal of a Normal Mean with a Class of Zero-One Loss Functions.” Sankhya, Volume 47, Series A, Part 2, pp. 239-246, 1985.