A Note on Application of SD Rules to the Selection of Parameter Estimators
纠正了Levy(1992)和Ben Horim & Levy(1982)中关于随机占优规则应用于参数估计量选择的一个错误。
This note corrects an error in Levy (Levy, H. 1992. Stochastic dominance and expected utility: Survey and analysis. Management Sci. 38 555–592.) and Ben Horim and Levy (Ben Horim, M., H. Levy. 1982. Evaluating estimators using stochastic dominance rules: The variance of a normal distribution. Comm. Statist.-Theory, Meth. 11(9) 1071–1076.).