A class of minimax estimators of a normal quantile
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Publication:1055099
DOI10.1016/0167-7152(83)90034-2zbMath0521.62005MaRDI QIDQ1055099
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
differential inequality; admissibility; quadratic loss; equivariant procedures; estimation of quantiles; normal quantiles
62F10: Point estimation
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
Related Items
Quantile estimation of the selected exponential population, Estimating Quantiles of Normal Populations with a Common Mean
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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