COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS

DOI10.1081/STA-120003648MaRDI QIDQ4449022zbMATH OpenFDO

Authors Nao Ohyauchi

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorBayes riskMaximum likelihood estimatorUniform distributionAsymptotic lower boundConcentration probabilityInformation inequalityMaximum probability estimatorMid-rangeNon-regular caseTruncated normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 926580 (Why is no real title available?)
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Information inequalities in a family of uniform distributions
• Loss of information of a statistic for a family of non-regular distributions
• Maximum probability estimators and related topics
• Note on the Cramer-Rao inequality in the nonregular case: The family of uniform distributions
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Unified treatment of Cramer-Rao bound for the nonregular density functions

Cited in

(2)

• Information inequalities for the Bayes risk for a family of non-regular distributions
• Comparison of risks of estimators under the LINEX loss for a family of truncated distributions

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