Truncated linear estimation of a bounded multivariate normal mean

DOI10.1016/J.JSPI.2012.03.022MaRDI QIDQ447626zbMATHOpenAlexFDO

Authors Othmane Kortbi, Éric Marchand

Publication date 4 September 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.03.022

zbMATH Keywords

maximum likelihoodasymptotic analysismultivariate normaldominancepoint estimationsquared error lossrestricted parameterstruncated linear estimatorstruncated linear minimax

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

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• Estimation of a multivariate mean with constraints on the norm

Cites work

• scientific article; zbMATH DE number 3852224 (Why is no real title available?)
• Comparisons of the performances of estimators of a bounded normal mean under squared-error loss
• Computation of Modified Bessel Functions and Their Ratios
• Density estimation in high and ultra high dimensions, regularization, and the \(L_1\) asymptotics
• Estimation in restricted parameter spaces: a review
• Estimation of a multivariate mean with constraints on the norm
• Estimation of the mean of a multivariate normal distribution
• Improving on the MLE of a bounded normal mean.
• Improving on the mle of a bounded location parameter for spherical distributions
• On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
• On the minimax estimator of a bounded normal mean.
• Polya Type Distributions, II
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Uniform priors on convex sets improve risk
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications

Cited in

(9)

• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• A note on the variance of the square components of a normal multivariate within a Euclidean ball
• On Truncation of Shrinkage Estimators in Simultaneous Estimation of Normal Means
• Line Transect Estimators for Left-Truncated Distributions
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• A Truncated Maximum Likelihood Estimator of a Constrained Bivariate Linear Regression Coefficient
• Optimal feedback control for linear systems with input delays revisited
• On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution

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