Reduction of risk using restricted estimators
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Publication:4843871
DOI10.1080/03610929508831536zbMATH Open0825.62317OpenAlexW2055827962MaRDI QIDQ4843871FDOQ4843871
Authors:
Publication date: 17 August 1995
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929508831536
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Cites Work
- The quadratic loss of isotonic regression under normality
- Estimation of the Last Mean of a Monotone Sequence
- Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
- Stochastic reduction of loss in estimating normal means by isotonic regression
- Confidence interval estimation subject to order restrictions
- Conditional Expectation Given A $\sigma$-Lattice and Applications
- Precision of individual estimators in simultaneous estimation of parameters
- Quadratic loss of order restricted estimators for treatment means with a control
- Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
Cited In (8)
- Reduced Form Estimation, Hedging against Possible Misspecification
- Sub-Gaussian estimators of the mean of a random vector
- THE REDUCTION OF RISKS FOR SET‐VALUED ESTIMATORS
- Estimation of Ordered Means of Two Poisson Distributions
- Simultaneous estimation in a restricted linear model
- Title not available (Why is that?)
- Simultaneous estimation of restricted means via the Gauss divergence theorem
- A good property of the maximum likelihood estimator in a restricted normal model
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