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

DOI10.1007/BF02481111zbMath0584.62038OpenAlexW1969531907MaRDI QIDQ1069592

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

loss functionAkaike information criterionAICpreliminary test estimatorminimax propertyKullback- Leibler information measuremean of the normal distribution

Mathematics Subject Classification ID

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

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Cites Work

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• Admissibility of some preliminary test estimators for the mean of 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
• Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution