Bayesian improvements of a MRE estimator of a bounded location parameter

DOI10.1214/11-EJS642zbMath1271.62046MaRDI QIDQ1952236

Amir T. Payandeh Najafabadi, Éric Marchand

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1322057434

zbMATH Keywords

Bayes estimatordominancelocation familyrestricted parameter spacebounded meanminimum risk equivariantlogconcavity

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items

Loss functions in restricted parameter spaces and their Bayesian applications ⋮ Minimaxity in predictive density estimation with parametric constraints ⋮ On predictive density estimation for location families under integrated squared error loss ⋮ On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function

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