A class of minimax estimators of a normal quantile

DOI10.1016/0167-7152(83)90034-2zbMATH Open0521.62005OpenAlexW2057743849MaRDI QIDQ1055099FDOQ1055099

Authors: 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

quadratic lossdifferential inequalityadmissibilityequivariant proceduresestimation of quantilesnormal quantiles

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Estimating a Quantile of an Exponential Distribution
• A heuristic method for determining admissibility of estimators - with applications
• Title not available (Why is that?)
• Inadmissibility of a Class of Estimators of a Normal Quantile

Cited In (5)

• Hypothesis testing and interval estimation for quantiles of two normal populations with a common mean
• Quantile estimation of the selected exponential population
• Title not available (Why is that?)
• Estimating quantiles of normal populations with a common mean
• Improved estimation of quantiles of two normal populations with common mean and ordered variances

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