Minimaxity of a preliminary test estimator for the mean of normal distribution (Q1069592): Difference between revisions
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| Property / cites work: Estimation procedures based on preliminary test, shrinkage technique and information criterion / rank | |||
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| Property / cites work: Two errors in statistical model fitting / rank | |||
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| Property / cites work: Q3672893 / rank | |||
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| Property / cites work: The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost / rank | |||
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| Property / cites work: Admissibility of some preliminary test estimators for the mean of normal distribution / rank | |||
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| Property / cites work: Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution / rank | |||
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Revision as of 09:43, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimaxity of a preliminary test estimator for the mean of normal distribution |
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Minimaxity of a preliminary test estimator for the mean of normal distribution (English)
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1985
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The problem is to estimate the mean of the normal distribution under the situation where there is vague information that the mean might be equal to zero. A minimax property of the preliminary test estimator obtained by the use of AIC (Akaike information criterion) procedure is proved under a loss function based on the Kullback-Leibler information measure.
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mean of the normal distribution
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minimax property
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preliminary test estimator
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AIC
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Akaike information criterion
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loss function
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Kullback- Leibler information measure
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