Minimax estimation for the bounded mean of a bivariate normal distribution

DOI10.1007/BF01894335MaRDI QIDQ1907600zbMATH OpenFDO

Authors Wolfgang Bischoff, Werner Fieger, Sabine Ochtrop

Publication date 11 March 1996

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176620

zbMATH Keywords

meanbivariate normal distributionBayes estimatorequilateral trianglerestricted parameter spaceconvexity argumentleast favourable priorthree point prior

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• Estimating a bounded normal mean
• Minimax estimation of a bounded normal mean vector
• Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ

Cited in

(3)

• On the minimum and maximum of bivariate lognormal random variables
• Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean
• Minimax and -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

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