Estimating a bounded parameter for symmetric distributions

DOI10.1007/S10463-007-0132-6MaRDI QIDQ734415zbMATH OpenOpenAlexFDO

Authors Éric Marchand, François Perron

Publication date 13 October 2009

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-007-0132-6

zbMATH Keywords

Bayes estimatordominanceexponential familiesmaximum likelihood estimatorrestricted parameter spacerobustnessscale mixture of normalssquared error losssymmetric location familiestruncated distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• Estimating a bounded normal mean
• Estimation in restricted parameter spaces: a review
• Estimation of a multivariate mean with constraints on the norm
• Generalized minimum aberration for asymmetrical fractional factorial designs.
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 5769846 (Why is no real title available?)
• Improving on the mle of a bounded location parameter for spherical distributions
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Minimax estimation of a bounded normal mean vector
• On scale mixtures of normal distributions
• On the minimax estimator of a bounded normal mean.

Cited in

(7)

• Estimating a quantile of a symmetric distribution
• Bayesian improvements of a MRE estimator of a bounded location parameter
• On the estimation of symmetric distributions under peakedness order constraints
• Estimation of the location and scale of a symmetric hyperbolic distribution
• Estimation of a symmetric density function
• LTD and RTI dependence orderings
• Interval estimation for symmetric and asymmetric exponential power distribution parameters

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