Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces

DOI10.2307/2287587zbMath0484.62012OpenAlexW4242356865MaRDI QIDQ3943798

J. J. A. Moors

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287587

zbMATH Keywords

randomized responseinequality constraint regression

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15)

Related Items (17)

Bayes and admissibility properties of estimators in truncated parameter spaces ⋮ Estimation of linear models with nequal restrictions ⋮ Local asymptotic minimax estimation of nonregular parameters with translation-scale equivariant maps ⋮ Simultaneous estimation of restricted location parameters based on permutation and sign-change ⋮ Classes of improved estimators for parameters of a Pareto distribution ⋮ Estimating a restricted normal mean ⋮ Combining the data from two normal populations to estimate the mean of one when their means difference is bounded ⋮ Estimation of the parameters of an exponential distribution under constrained location ⋮ Improved estimators for parameters of a Pareto distribution with a restricted scale ⋮ Estimating the linear regression model with categorical covariates subject to randomized response ⋮ Extensions of Mangat's randomized-response model ⋮ Methods for improving estimators of truncated circular parameters ⋮ Estimating a bounded parameter for symmetric distributions ⋮ Two new models for survey sampling with sensitive characteristic: design and analysis ⋮ Lehmann-unbiased decision rules: Admissibility and invariance ⋮ Improving on the MLE of a bounded normal mean. ⋮ A note on decision theoretic estimation of ordered parameters

This page was built for publication: Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces