On the minimax estimator of a bounded normal mean.

DOI10.1016/S0167-7152(02)00089-5zbMath1056.62036MaRDI QIDQ1871235

Éric Marchand, François Perron

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

distributionSquared error lossMultivariate normalMinimax estimatorRestricted parameter space

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (7)

On improved predictive density estimation with parametric constraints ⋮ Truncated linear estimation of a bounded multivariate normal mean ⋮ On a sum of modified Bessel functions ⋮ On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means ⋮ Improving on the mle of a bounded location parameter for spherical distributions ⋮ Estimating a bounded parameter for symmetric distributions ⋮ Bounds for Turánians of modified Bessel functions

Cites Work

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• Minimax estimation of a bounded normal mean vector
• Estimating a bounded normal mean
• Modified Bessel functions and their applications in probability and statistics
• Improving on the MLE of a bounded normal mean.
• Estimation of a multivariate mean with constraints on the norm
• Computation of Modified Bessel Functions and Their Ratios

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