Bayes and admissibility properties of estimators in truncated parameter spaces

DOI10.2307/3315792MaRDI QIDQ3979448zbMATH OpenOpenAlexFDO

Authors Alec Charras, Constance van Eeden

Publication date 26 June 1992

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315792

zbMATH Keywords

boundary estimatorsmaximum-likelihood estimatorsclosed convex subsetstruncated parameter spacesadmissibility of boundary rulesestimation under restrictions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

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Cites work

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• Estimating a bounded normal mean
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Maximum Likelihood Estimates of Monotone Parameters
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• On the Admissible Estimators for Certain Fixed Sample Binomial Problems
• On the admissibility of the M.L.E. for ordered binomial parameters
• On the estimation of a restricted normal mean
• Towards a calculus for admissibility

Cited in

(21)

• scientific article; zbMATH DE number 679515 (Why is no real title available?)
• Admissible estimation for finite population when the parameter space is restricted
• Improving on the MLE of a bounded normal mean.
• scientific article; zbMATH DE number 63422 (Why is no real title available?)
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Limits of Bayes estimators in convex, truncated parameter spaces
• scientific article; zbMATH DE number 810430 (Why is no real title available?)
• On a Proper Bayes, but Inadmissible Estimator
• An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function
• An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
• A note on admissibility of the maximum likelihood estimator for a bounded normal mean
• Maximum likelihood estimation for ordered expectations of correlated binary variables
• Admissibility of solution estimators for stochastic optimization
• Methods for improving estimators of truncated circular parameters
• Lehmann-unbiased decision rules: Admissibility and invariance
• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
• Simultaneous estimation of restricted location parameters based on permutation and sign-change
• Admissible and Minimax Estimators of θ^rwith Truncated Parameter Space Under Squared-Log Error Loss Function
• The weighted likelihood
• A note on decision theoretic estimation of ordered parameters
• Group-Bayes estimation of the exponential mean: A preposterior analysis

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