Minimax estimation of a bounded parameter of a discrete distribution

DOI10.1016/J.SPL.2005.09.007zbMATH Open1086.62029OpenAlexW2004276738MaRDI QIDQ2489863FDOQ2489863

Authors: Éric Marchand, Ahmad Parsian 

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.09.007

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zbMATH Keywords

Squared error lossDiscrete distributionsRestricted parameter spaceMinimax estimation

Mathematics Subject Classification ID

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

Cites Work

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• Estimation in restricted parameter spaces: a review
• Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
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• Numerical Specification of Discrete Least Favorable Prior Distributions
• Minimax estimation of a constrained Poisson vector
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• Minimaxity

Cited In (6)

• Minimax estimation of the bounded parameter of some discrete distributions under LINEX loss function
• Exact \(P\)-values for discrete models obtained by estimation and maximization
• Minimax Estimation of Discrete Distributions Under <inline-formula> <tex-math notation="LaTeX">$\ell _{1}$ </tex-math></inline-formula> Loss
• Minimax estimation of constrained parametric functions for discrete families of distributions
• Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems
• Minimax properties of Fréchet means of discretely sampled curves

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