Minimax estimators for a bounded location parameter

DOI10.1007/BF02614006MaRDI QIDQ1193393zbMATH OpenOpenAlexFDO

Authors Jürgen Eichenauer-Herrmann, Katja Ickstadt

Publication date 27 September 1992

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176421

zbMATH Keywords

absolute error lossleast favourable priorlocation parameter familiesbounded normal meanbounded location parametertwo point prior

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cites work

• scientific article; zbMATH DE number 4145115 (Why is no real title available?)
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 3986395 (Why is no real title available?)
• scientific article; zbMATH DE number 4111789 (Why is no real title available?)
• scientific article; zbMATH DE number 47507 (Why is no real title available?)
• scientific article; zbMATH DE number 4115726 (Why is no real title available?)
• Estimating a bounded normal mean
• Minimax estimation under convex loss when the parameter interval is bounded
• Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Two point priors and Γ-minimax estimating in families of uniform distributions

Cited in

(19)

• scientific article; zbMATH DE number 3883387 (Why is no real title available?)
• Minimax estimation for the bounded mean of a bivariate normal distribution
• On the minimax estimator of a bounded normal mean.
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
• scientific article; zbMATH DE number 814585 (Why is no real title available?)
• A note on admissibility of the maximum likelihood estimator for a bounded normal mean
• On least favourable two point priors and minimax estimators under absolute error loss
• Estimation of the maximum and minimum in a model for bounded, dependent data
• Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded
• Bayesian improvements of a MRE estimator of a bounded location parameter
• scientific article; zbMATH DE number 1843526 (Why is no real title available?)
• Minimax-varianceL- andR-estimators of location
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• scientific article; zbMATH DE number 519835 (Why is no real title available?)
• Minimax estimation of a bounded parameter of a discrete distribution
• Two-point priors and minimax estimation of a bounded parameter under convex loss
• Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 3986395 (Why is no real title available?)

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