Improving on the MLE of a bounded normal mean.

DOI10.1214/aos/1013699994zbMath1041.62016MaRDI QIDQ1848897

François Perron, Éric Marchand

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1013699994

zbMATH Keywords

squared error loss; maximum likelihood estimator; modified Bessel function; monotone likelihood ratio; Bayes estimators; multivariate normal distribution; restricted parameter space; Langevin distribution; noncentral chi-square distribution

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F30: Parametric inference under constraints

62F15: Bayesian inference

Related Items

Truncated linear estimation of a bounded multivariate normal mean, A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators, Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval, Improving on the mle of a bounded location parameter for spherical distributions, Uniform priors on convex sets improve risk, Improving on the MLE of a bounded normal mean., On the minimax estimator of a bounded normal mean., On estimation with weighted balanced-type loss function

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