期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2003
卷号：65
期号：01
页码：122--138
出版社：Indian Statistical Institute
摘要：Our main concern is second order admissibility of estimators for a scalar parameter of interest in statistical models with nuisance parameters. A second order admissible estimator, which does not depend on any orthogonal parametrization, is given in the general form under any loss function. In addition, it is shown that the estimator is asymptotically equivalent to the generalized Bayes estimator under a familiar noninformative prior, up to the order $ O_p(1/n) $.
