Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions

DOI10.1080/03610926.2016.1205611zbMATH Open1377.62084OpenAlexW2515244702MaRDI QIDQ4588904FDOQ4588904

Authors: Yogesh Mani Tripathi, Somesh Kumar, Constantinos Petropoulos 

Publication date: 3 November 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2016.1205611

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zbMATH Keywords

generalized Bayes estimatorminimaxityIERD method

Mathematics Subject Classification ID

Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Cited In (16)

• Minimaxity in Estimation of Restricted Parameters
• Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
• Minimax estimation of a restricted mean for a one-parameter exponential family
• An admissible minimax estimator of a lower-bounded scale parameter under squared-log error loss function
• Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded
• Improved estimators for functions of scale parameters in mixture models
• A class of minimax estimators of the scale parameter of the uniform distribution
• Estimation of a non-negative location parameter with unknown scale
• Confidence regions of minimal area for the scale-location parameter and their applications
• Minimax estimation of parameter for a class of scale distributions under different loss functions
• Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
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• Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
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