On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
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Publication:2485974
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Cites work
- A unified approach to improving equivariant estimators
- An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
- Double shrinkage estimation of ratio of scale parameters
- Estimation of Two Ordered Translation Parameters
- Estimators of a Location Parameter in the Absolutely Continuous Case
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- Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
- Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
- Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
- Nonexponential Applications of a Global Cramèr-Rao Inequality
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Simultaneous estimation of ordered parameters
- Statistical decision theory and Bayesian analysis. 2nd ed
- Two-stage point estimation with a shrinkage stopping rule
Cited in
(23)- Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
- Bayesian improvements of a MRE estimator of a bounded location parameter
- Estimating an exponential scale parameter under double censoring
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- On estimation with weighted balanced-type loss function
- On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
- Decision-theoretic issues in heterogeneity variance estimation
- Minimaxity in predictive density estimation with parametric constraints
- A unified minimax result for restricted parameter spaces
- Estimation of a non-negative location parameter with unknown scale
- Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions
- Bayes estimators of heterogeneity variance and \(T\)-systems
- Estimating a linear parametric function of a doubly censored exponential distribution
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- Quantile estimation for a progressively censored exponential distribution
- Estimating the scale parameter of an exponential distribution under progressive type II censoring
- On predictive density estimation for gamma models with parametric constraints
- Estimation of the shape parameter of a Pareto distribution
- Concentration inequalities of the cross-validation estimator for empirical risk minimizer
- Minimum Riemannian risk equivariant estimator for the univariate normal model
- Non-minimaxity of linear combinations of restricted location estimators and related problems
- Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
- Minimax estimation of a restricted mean for a one-parameter exponential family
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