A class of minimax estimators of a normal quantile

DOI10.1016/0167-7152(83)90034-2zbMath0521.62005OpenAlexW2057743849MaRDI QIDQ1055099

Andrew. L. Rukhin

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90034-2

zbMATH Keywords

differential inequalityadmissibilityquadratic lossequivariant proceduresestimation of quantilesnormal quantiles

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (5)

Improved estimation of quantiles of two normal populations with common mean and ordered variances ⋮ Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean ⋮ Quantile estimation of the selected exponential population ⋮ Estimating Quantiles of Normal Populations with a Common Mean ⋮ Unnamed Item

Cites Work

• A heuristic method for determining admissibility of estimators - with applications
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Estimating a Quantile of an Exponential Distribution
• Inadmissibility of a Class of Estimators of a Normal Quantile
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