Modifying estimators of ordered positive parameters under the Stein loss
Publication:608336
DOI10.1016/j.jmva.2010.08.011zbMath1209.62137MaRDI QIDQ608336
Tatsuya Kubokawa, Hisayuki Tsukuma
Publication date: 25 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.011
decision theory; minimaxity; isotonic regression; scale parameter; restricted maximum likelihood estimator; simultaneous estimation; Kullback-Leibler loss; umbrella ordering; Fenchel's duality theorem; order-statistics-based estimator; simple ordering; tree ordering; weighted Stein loss
62H12: Estimation in multivariate analysis
62F30: Parametric inference under constraints
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
62J10: Analysis of variance and covariance (ANOVA)
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