Constrained minimax estimation of the mean of the normal distribution with known variance

DOI10.1214/aos/1176348398zbMath0745.62021OpenAlexW2085007510MaRDI QIDQ1184240

Israel Feldman

Publication date: 28 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348398

zbMATH Keywords

James-Stein estimatorquadratic riskminimax riskpriorunknown varianceminimax estimatorleast favorable distributionestimating bounded normal mean

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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