Simultaneous estimation of location parameters of the distribution with finite support

DOI10.1007/BF02482502MaRDI QIDQ1083153zbMATH OpenFDO

Authors Toyoaki Akai

Publication date 1986

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

Full work available at URL https://doi.org/10.1007/BF02482502

zbMATH Keywords

distribution with finite supportdominating estimatorslocation parameterrisk functionsimultaneous estimationsquared error loss

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Review text

Let \(X=(X_ 1,...,X_ p)'\) and assume \(X_ i's\) are independent and \(X_ i\) has a probability density which is positive on a finite interval, is symmetric about \(\theta_ i\), the center of the interval and has the same variance. In this paper estimators of the location parameter \(\theta =(\theta_ 1,\theta_ 2,...,\theta_ p)'\) are obtained under the squared error loss function which dominate X.

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Cites work

• A natural identity for exponential families with applications in multiparameter estimation
• Estimation with quadratic loss.
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• Minimax estimation of a multivariate normal mean under polynomial loss
• Minimax estimation of location parameters for spherically symmetric distributions with concave loss
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Simultaneous estimation of location parameters under quadratic loss

Cited in

(5)

• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Simultaneous estimation of location parameters for sign-invariant distributions
• Finite sample tail behavior of multivariate location estimators
• Simultaneous estimation of restricted location parameters based on permutation and sign-change
• The estimation of a location parameter when the scale parameter is confined to a finite range: The notion of a generalized ancillary statistic

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