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

DOI10.1080/03610926.2016.1205611MaRDI QIDQ4588904zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

generalized Bayes estimatorminimaxityIERD method

Mathematics Subject Classification ID

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

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• Minimax estimation of a restricted mean for a one-parameter exponential family
• Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
• Minimax variance M-estimators of location in Kolmogorov neighbourhoods
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• Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation)
• Estimation of a non-negative location parameter with unknown scale

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