Minimax estimation under convex loss when the parameter interval is bounded

DOI10.1007/BF02613979zbMath0743.62006OpenAlexW2064078843MaRDI QIDQ1189878

Jürgen Eichenauer-Herrmann, Werner Fieger

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176381

zbMATH Keywords

Bayes estimatoruniform distributionsaddle pointleast favourable two point priorconvex loss functionbounded parameter intervalLebesgue densityfamilies of truncated distributionsunknown truncation parameter

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Minimax estimators for a bounded location parameter ⋮ On least favourable two point priors and minimax estimators under absolute error loss

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating a bounded normal mean
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Two point priors and Γ-minimax estimating in families of uniform distributions
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