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

DOI10.2307/3315365zbMath0837.62011MaRDI 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 spaces; gamma distribution; truncated linear estimators; unknown scale; admissible minimax estimator; known shape; lower-bounded scale parameter; pointwise limit of a sequence of Bayes estimators; scale-invariant squared-error loss

Mathematics Subject Classification ID

62F10: Point estimation

62F30: Parametric inference under constraints

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

Related Items

Improving on truncated linear estimates of exponential and gamma scale parameters, An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function, An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss., On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint, On estimation with weighted balanced-type loss function, Unnamed Item, Admissible and Minimax Estimators of θ^rwith Truncated Parameter Space Under Squared-Log Error Loss Function

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