Improving on the MLE of a bounded normal mean.
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Publication:1848897
DOI10.1214/aos/1013699994zbMath1041.62016MaRDI QIDQ1848897
François Perron, Éric Marchand
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1013699994
squared error loss; maximum likelihood estimator; modified Bessel function; monotone likelihood ratio; Bayes estimators; multivariate normal distribution; restricted parameter space; Langevin distribution; noncentral chi-square distribution
62H12: Estimation in multivariate analysis
62F10: Point estimation
62F30: Parametric inference under constraints
62F15: Bayesian inference
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