Minimaxity of a preliminary test estimator for the mean of normal distribution

DOI10.1007/BF02481111MaRDI QIDQ1069592zbMATH OpenOpenAlexFDO

Authors Yasushi Nagata, Taichi Inaba

Publication date 1985

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02481111

zbMATH Keywords

AICAkaike information criterionloss functionpreliminary test estimatorminimax propertyKullback- Leibler information measuremean of the normal distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10)

Recommendations

• Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
• Admissibility of some preliminary test estimators for the mean of normal distribution
• A minimax regret estimator of a normal mean after preliminary test
• scientific article; zbMATH DE number 69474
• Publication:4733225

Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Admissibility of some preliminary test estimators for the mean of normal distribution
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Two errors in statistical model fitting

Cited in

(11)

• Minimaxity and nonminimaxity of a preliminary test estimator for the multivariate normal mean
• Estimation of Gini index of the Pareto distribution
• Estimating the mean of a normal distribution with loss equal to squared error plus complexity cost
• scientific article; zbMATH DE number 5356519 (Why is no real title available?)
• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms
• scientific article; zbMATH DE number 4184669 (Why is no real title available?)
• scientific article; zbMATH DE number 3932211 (Why is no real title available?)
• Admissibility of some preliminary test estimators for the mean of normal distribution
• scientific article; zbMATH DE number 4106041 (Why is no real title available?)
• A minimax regret estimator of a normal mean after preliminary test
• scientific article; zbMATH DE number 69474 (Why is no real title available?)

This page was built for publication: Minimaxity of a preliminary test estimator for the mean of normal distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1069592)