Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss (Q4859241)

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scientific article; zbMATH DE number 828762
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Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
scientific article; zbMATH DE number 828762

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    Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss (English)
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    20 May 1996
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    restricted parameter spaces
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    lower-bounded scale parameter
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    gamma distribution
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    known shape
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    unknown scale
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    admissible minimax estimator
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    scale-invariant squared-error loss
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    pointwise limit of a sequence of Bayes estimators
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    truncated linear estimators
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