Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)

DOI10.1007/BF02614000zbMath0748.62005OpenAlexW2081781791MaRDI QIDQ1193388

Werner Fieger, Wolfgang Bischoff

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176415

zbMATH Keywords

minimax estimatorLp-lossvague prior informationbounded normal meangamma minimax estimatorleast favourable two point priors

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Minimax estimation for the bounded mean of a bivariate normal distribution ⋮ Simultaneous estimation and prediction using the expected coverage measure criterion ⋮ Minimax estimators for a bounded location parameter ⋮ On least favourable two point priors and minimax estimators under absolute error loss ⋮ Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating a bounded normal mean
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Two point priors and Γ-minimax estimating in families of uniform distributions
• Almost everywhere convergence of prediction sequence in L p (1 < p < ?)

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