Reduction of risk using restricted estimators

DOI10.1080/03610929508831536zbMath0825.62317MaRDI QIDQ4843871

No author found.

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

zbMATH Keywords

mean square error; stochastic ordering; restricted estimator; universal domination

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

Simultaneous estimation in a restricted linear model, A good property of the maximum likelihood estimator in a restricted normal model, Estimation of Ordered Means of Two Poisson Distributions

Cites Work

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
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• Confidence interval estimation subject to order restrictions
• Precision of individual estimators in simultaneous estimation of parameters
• Conditional Expectation Given A $\sigma$-Lattice and Applications
• Estimation of the Last Mean of a Monotone Sequence