Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss

DOI10.2307/3315365zbMath0837.62011OpenAlexW2016538256MaRDI QIDQ4859241

van Eeden, Constance

Publication date: 20 May 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315365

zbMATH Keywords

restricted parameter spacesgamma distributiontruncated linear estimatorsunknown scaleadmissible minimax estimatorknown shapelower-bounded scale parameterpointwise limit of a sequence of Bayes estimatorsscale-invariant squared-error loss

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Cites Work

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