Minimaxity in Estimation of Restricted Parameters
From MaRDI portal
Publication:4668517
DOI10.14490/jjss.34.229zbMath1061.62013MaRDI QIDQ4668517
Publication date: 19 April 2005
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.34.229
maximum likelihood estimator; minimaxity; location family; generalized Bayes estimator; scale family; restricted parameter
62F10: Point estimation
62F30: Parametric inference under constraints
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
Related Items
Estimating the shape parameter of a Pareto distribution under restrictions, Decision-theoretic issues in heterogeneity variance estimation, Minimaxity in predictive density estimation with parametric constraints, A unified minimax result for restricted parameter spaces, Estimation of a non-negative location parameter with unknown scale, Estimation of the parameters of an exponential distribution under constrained location, Median loss decision theory, Non-minimaxity of linear combinations of restricted location estimators and related problems, A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators, Methods for improving estimators of truncated circular parameters, A Gaussian sequence approach for proving minimaxity: a review, Classes of improved estimators for parameters of a Pareto distribution, Improved estimators for parameters of a Pareto distribution with a restricted scale, A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage, Estimating an exponential scale parameter under double censoring, Minimaxity in estimation of restricted and non-restricted scale parameter matrices, Strawderman-type estimators for a scale parameter with application to the exponential distribution, Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
