A good property of the maximum likelihood estimator in a restricted normal model

DOI10.1007/BF02564430zbMATH Open0891.62012OpenAlexW2014936910MaRDI QIDQ1367089FDOQ1367089

Authors: Cristina Rueda, Bonifacio Salvador, Miguel A. Fernandez 

Publication date: 17 September 1997

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564430

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zbMATH Keywords

mean squared errorrestricted estimatorsimultaneous estimation

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

Cites Work

• Title not available (Why is that?)
• The quadratic loss of isotonic regression under normality
• Stochastic reduction of loss in estimating normal means by isotonic regression
• Confidence interval estimation subject to order restrictions
• Quadratic loss of order restricted estimators for treatment means with a control
• Reduction of risk using restricted estimators

Cited In (5)

• Bootstrap adjusted estimators in a restricted setting
• Concentration probabilities for restricted and unrestricted MLEs
• Simultaneous estimation in a restricted linear model
• Optimality of the restricted MLE under the Pitman criterion
• Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators

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