An Inadmissible Best Invariant Estimator: The I.I.D. Case
不可容许的最佳不变估计量:独立同分布情形
An example is presented of an inadmissible best invariant point estimator of a location parameter. The extra moment condition of Brown and Fox (1974b) is violated. The example involves two independent, identically distributed observations, an improvement over Perng's (1970) example.