On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint

DOI10.1016/j.jspi.2004.04.001zbMath1067.62025OpenAlexW1971739498MaRDI QIDQ2485974

William E. Strawderman, Éric Marchand

Publication date: 5 August 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.04.001

zbMATH Keywords

minimax estimationscale familyminimum risk equivariant estimatordominating estimatorsconstrained parameter spacelower-bounded parameter

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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• Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
• Estimation of Two Ordered Translation Parameters
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