A unified minimax result for restricted parameter spaces
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Abstract: We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, such as that of estimating location or scale parameters under a lower (or upper) bound restriction, location parameter vectors restricted to a polyhedral cone, scale parameters subject to restricted ratios or products, linear combinations of restricted location parameters, location parameters bounded to an interval with unknown scale, quantiles for location-scale families with parametric restrictions and restricted covariance matrices.
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Cited in
(17)- Non-minimaxity of linear combinations of restricted location estimators and related problems
- Minimax estimation of a restricted mean for a one-parameter exponential family
- Restricted likelihood representation and decision-theoretic aspects of meta-analysis
- Methods for improving estimators of truncated circular parameters
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