Maximum Probability Estimation of Location Parameters: Minimaxity and Admissibility

DOI10.1080/01966324.1982.10737106zbMATH Open0533.62009OpenAlexW2072075543WikidataQ58117269 ScholiaQ58117269MaRDI QIDQ3316366FDOQ3316366

Authors: Lionel Weiss 

Publication date: 1982

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1982.10737106

zbMATH Keywords

admissibilityminimaxitylocation parametersinvariant maximum probability estimator

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Maximum probability estimators

Cited In (2)

• Maximizing leave-one-out likelihood for the location parameter of unbounded densities
• Title not available (Why is that?)

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