Abstract
An estimate of stability is obtained in a theorem on characterizing the normal law by the property of sufficiency of the sample mean as an estimate of the location parameter in the presence of a nuisance scale parameter when the loss function is quadratic.
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im V. A. Steklova AN SSSR, Vol. 61, pp. 25–37, 1976.
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Zinger, A.A. An ɛ -admissibility condition on the sample mean as an estimator of a location parameter in the presence of a nuisance scale parameter. J Math Sci 16, 1355–1364 (1981). https://doi.org/10.1007/BF01091627
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DOI: https://doi.org/10.1007/BF01091627