Bayesian improvements of a MRE estimator of a bounded location parameter

DOI10.1214/11-EJS642MaRDI QIDQ1952236zbMATH OpenFDO

Authors Éric Marchand, Amir T. Payandeh Najafabadi

Publication date 28 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1322057434

zbMATH Keywords

Bayes estimatorbounded meandominancelocation familylogconcavityminimum risk equivariantrestricted parameter space

Mathematics Subject Classification ID

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

Recommendations

• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Minimax estimators for a bounded location parameter
• On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss

Cites work

• A unified approach to improving equivariant estimators
• Estimating a bounded parameter for symmetric distributions
• Estimation in restricted parameter spaces: a review
• Estimation of a mean of a normal distribution with a bounded coefficient of variation
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Improving on the mle of a bounded location parameter for spherical distributions
• Improving on the MLE of a bounded normal mean.
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• On the estimation of a restricted normal mean
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Uniform priors on convex sets improve risk

Cited in

(5)

• On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
• On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
• Minimaxity in predictive density estimation with parametric constraints
• Loss functions in restricted parameter spaces and their Bayesian applications
• On predictive density estimation for location families under integrated squared error loss

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