Minimax estimation for the bounded mean of a bivariate normal distribution
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Publication:1907600
DOI10.1007/BF01894335zbMath0838.62042MaRDI QIDQ1907600
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
equilateral trianglemeanBayes estimatorbivariate normal distributionrestricted parameter spaceconvexity argumentleast favourable priorthree point prior
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
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- Estimating a bounded normal mean
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- Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
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