On the minimax value in the scale model with truncated data

DOI10.1214/aos/1176350827zbMath0645.62011OpenAlexW1968062461MaRDI QIDQ1103286

Lestaw Gajek

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350827

zbMATH Keywords

Cramér-Rao inequalityscale modelleft-hand side modelLHS modelmodels of truncationnormalized squared error loss functionRHS modelright-hand side model

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (4)

Estimating a scale parameter under censorship ⋮ Lower Bounds on the Minimax Risk of Sequential Estimators ⋮ Influence of Censorship on the Minimax Risk of Decision Procedures ⋮ Nonexponential Applications of a Global Cramèr-Rao Inequality

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