Minimaxity of a preliminary test estimator for the mean of normal distribution (Q1069592)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimaxity of a preliminary test estimator for the mean of normal distribution |
scientific article; zbMATH DE number 3936197
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimaxity of a preliminary test estimator for the mean of normal distribution |
scientific article; zbMATH DE number 3936197 |
Statements
Minimaxity of a preliminary test estimator for the mean of normal distribution (English)
0 references
1985
0 references
The problem is to estimate the mean of the normal distribution under the situation where there is vague information that the mean might be equal to zero. A minimax property of the preliminary test estimator obtained by the use of AIC (Akaike information criterion) procedure is proved under a loss function based on the Kullback-Leibler information measure.
0 references
mean of the normal distribution
0 references
minimax property
0 references
preliminary test estimator
0 references
AIC
0 references
Akaike information criterion
0 references
loss function
0 references
Kullback- Leibler information measure
0 references
0 references
0 references
0.9446272253990172
0 references
0.868326723575592
0 references
0.8318893909454346
0 references
