On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss
DOI10.1524/STND.2009.1026zbMATH Open1274.62169OpenAlexW1964595764MaRDI QIDQ3576392FDOQ3576392
Authors: Éric Marchand, Amir T. Payandeh Najafabadi, William E. Strawderman, Dan Kucerovsky
Publication date: 30 July 2010
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.2009.1026
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Fourier transformmaximum likelihood estimatorRiemann-Hilbert problemFredholm integral equationsadmissibilityrestricted parametersBayes estimatorsabsolute value error losslogconcave densities
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- Loss functions in restricted parameter spaces and their Bayesian applications
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- Adaptive estimation in symmetric location model under log-concavity constraint
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