On the estimation of a restricted normal mean

DOI10.1016/0167-7152(87)90054-XzbMath0647.62015MaRDI QIDQ1104654

K. Brenda MacGibbon, Constantine A. Gatsonis, William E. Strawderman

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorminimax estimatorsquadratic lossuniform priorbounded normal meannumerical comparisons of estimators

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items

Bayes and admissibility properties of estimators in truncated parameter spaces ⋮ Estimation of a multivariate mean with constraints on the norm ⋮ Bayesian improvements of a MRE estimator of a bounded location parameter ⋮ Estimating a restricted normal mean ⋮ Minimax estimation of a bounded squared mean ⋮ Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean ⋮ Uniform priors on convex sets improve risk ⋮ Admissibility of Solution Estimators for Stochastic Optimization ⋮ Improving on the MLE of a bounded normal mean. ⋮ Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Polya Type Distributions, II
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications
• Uniform Approximation of Minimax Point Estimates