An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
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Publication:1871357
DOI10.1016/S0167-7152(02)00316-4zbMath1050.62008MaRDI QIDQ1871357
Mohammad Jafari Jozani, Nader Nematollahi, Khalil Shafie
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Exponential family; Minimax estimation; Scale-invariant squared-error loss; Transformed chi-square distribution; Truncated parameter space
62F10: Point estimation
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
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