A class of minimax estimators of a normal quantile

DOI10.1016/0167-7152(83)90034-2MaRDI QIDQ1055099zbMATH OpenOpenAlexFDO

Authors Andrew L. Rukhin

Publication date 1983

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

Full work available at URL https://doi.org/10.1016/0167-7152(83)90034-2

zbMATH Keywords

quadratic lossdifferential inequalityadmissibilityequivariant proceduresestimation of quantilesnormal quantiles

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Cites work

• scientific article; zbMATH DE number 3456288 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• A heuristic method for determining admissibility of estimators - with applications
• Estimating a Quantile of an Exponential Distribution
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Inadmissibility of a Class of Estimators of a Normal Quantile

Cited in

(5)

• Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean
• Quantile estimation of the selected exponential population
• scientific article; zbMATH DE number 7408841 (Why is no real title available?)
• Estimating quantiles of normal populations with a common mean
• Improved estimation of quantiles of two normal populations with common mean and ordered variances

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