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.
Similar content being viewed by others
Author information
Authors and Affiliations
Additional information
Received: January 2000
Rights and permissions
About this article
Cite this article
Kourouklis, S. On universal admissibility of scale parameter estimators. Metrika 51, 173–179 (2000). https://doi.org/10.1007/s001840000048
Issue Date:
DOI: https://doi.org/10.1007/s001840000048