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

DOI10.1007/BF02481111zbMATH Open0584.62038OpenAlexW1969531907MaRDI QIDQ1069592FDOQ1069592

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

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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)

Cites Work

• Title not available (Why is that?)
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution
• Two errors in statistical model fitting
• Estimation procedures based on preliminary test, shrinkage technique and information criterion
• The Admissibility of a Preliminary Test Estimator When the Loss Incorporates a Complexity Cost
• Admissibility of some preliminary test estimators for the mean of normal distribution

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
• Title not available (Why is that?)
• On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms
• Title not available (Why is that?)
• Title not available (Why is that?)
• Admissibility of some preliminary test estimators for the mean of normal distribution
• Title not available (Why is that?)
• A minimax regret estimator of a normal mean after preliminary test
• Title not available (Why is that?)

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