Minimax estimation of a bounded parameter of a discrete distribution

DOI10.1016/J.SPL.2005.09.007MaRDI QIDQ2489863zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 997672 (Why is no real title available?)
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• scientific article; zbMATH DE number 1467801 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• 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
• Minimax estimation of a constrained Poisson vector
• Minimaxity
• Numerical Specification of Discrete Least Favorable Prior Distributions

Cited in

(6)

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

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