caa a22 4500 475793234 CHVBK 20180406123716.0 cr unu---uuuuu 170329e20000801xx s 000 0 eng 10.1007/s001840000048 doi (NATIONALLICENCE)springer-10.1007/s001840000048 Kourouklis Stavros Department of Mathematics, University of Patras, 26 500 Patras, Greece (e-mail: stavros@math.upatras.gr), GR aut On universal admissibility of scale parameter estimators [Elektronische Daten] [Stavros Kourouklis] Abstract.: A characterization result of Kushary (1998) regarding universal admissibility of equivariant estimators in the one parameter gamma distribution is generalized to a scale family of distributions with monotone likelihood ratio. New examples are given, among them the F-distribution with a scale parameter. In particular, universal admissibility is characterized within the class of location-scale equivariant estimators of the ratio of the variances of two normal distributions with unknown means. In this context the maximum likelihood estimator is shown to be universally inadmissible by virtue of a general sufficient condition for universal inadmissibility of a scale equivariant estimator. Springer-Verlag Berlin Heidelberg, 2000 AMS 1991 subject classifications: primary 62F10 nationallicence secondary 62C15 nationallicence Key words: decision theory, admissibility and inadmissibility of scale parameter estimators, universal admissibility nationallicence https://doi.org/10.1007/s001840000048 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s001840000048 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Kourouklis Stavros Department of Mathematics, University of Patras, 26 500 Patras, Greece (e-mail: stavros@math.upatras.gr), GR aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer