An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.

DOI10.1016/S0167-7152(02)00316-4zbMath1050.62008MaRDI QIDQ1871357

Mohammad Jafari Jozani, Nader Nematollahi, Khalil Shafie

Publication date: 7 May 2003

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

zbMATH Keywords

Exponential family; Minimax estimation; Scale-invariant squared-error loss; Transformed chi-square distribution; Truncated parameter space

Mathematics Subject Classification ID

62F10: Point estimation

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

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