A note on decision theoretic estimation of ordered parameters

DOI10.1016/S0167-7152(00)00078-XMaRDI QIDQ1590832zbMATH OpenWikidataFDO

Authors George Iliopoulos

Publication date 1 May 2001

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

zbMATH Keywords

shrinkage estimationconvex lossordered location parametersordered scale parameters

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

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Cites work

• scientific article; zbMATH DE number 4107937 (Why is no real title available?)
• scientific article; zbMATH DE number 63440 (Why is no real title available?)
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3569699 (Why is no real title available?)
• scientific article; zbMATH DE number 1467802 (Why is no real title available?)
• scientific article; zbMATH DE number 854963 (Why is no real title available?)
• A unified approach to improving equivariant estimators
• Bayes and admissibility properties of estimators in truncated parameter spaces
• Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
• Confidence interval estimation subject to order restrictions
• Double shrinkage estimation of ratio of scale parameters
• Estimation of the Last Mean of a Monotone Sequence
• Generalized Bayes Solutions in Estimation Problems
• Improving on equivariant estimators
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility results of the mle for the multinomial problem when the parameter space is restricted or truncated
• On the admissibility of the M.L.E. for ordered binomial parameters
• The quadratic loss of isotonic regression under normality
• Two-stage point estimation with a shrinkage stopping rule

Cited in

(7)

• Ordered partially ordered judgment subset sampling with applications to parametric inference
• A partially observable decision problem under a shifted likelihood ratio ordering
• James–Stein type estimators for ordered normal means
• A Note on the Pitman Estimator of Ordered Normal Means When the Variances Are Unequal
• Estimation of parameters in the tree order restriction by a randomized decision
• Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study
• An information criterion for parameters under a simple order restriction

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