Two-point priors and minimax estimation of a bounded parameter under convex loss

DOI10.4064/AM32-2-3MaRDI QIDQ4677401zbMATH OpenOpenAlexFDO

Authors Agata Boratyńska

Publication date 20 May 2005

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/am32-2-3

zbMATH Keywords

uniform distributionminimax estimatorBayes estimatorsbounded parameter

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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(8)

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• Minimax estimation under convex loss when the parameter interval is bounded
• Minimax estimators for a bounded location parameter
• Minimax estimation of constrained parametric functions for discrete families of distributions
• Bayes estimators whose range has convex hull of zero prior probability
• scientific article; zbMATH DE number 169292 (Why is no real title available?)
• Conditional minimax estimates
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