Publication:5326924

From MaRDI portal


zbMath1268.62030MaRDI QIDQ5326924

William E. Strawderman, Éric Marchand

Publication date: 1 August 2013



62F10: Point estimation

62F30: Parametric inference under constraints

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory


Related Items

Loss functions in restricted parameter spaces and their Bayesian applications, Bayesian predictive distribution for a Poisson model with a parametric restriction, Quantile estimation for a progressively censored exponential distribution, On Bayes minimax estimators for a normal mean with an uncertain constraint, Wavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normal, The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces, Bayesian inference and prediction for mean-mixtures of normal distributions, Predictive density estimators with integrated \(L_1\) loss, Decision-theoretic issues in heterogeneity variance estimation, Simultaneous estimation of restricted means via the Gauss divergence theorem, Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss, Minimaxity in predictive density estimation with parametric constraints, Dynamic treatment regimes: technical challenges and applications, A unified minimax result for restricted parameter spaces, Bayesian and robust Bayesian analysis under a general class of balanced loss functions, Truncated linear estimation of a bounded multivariate normal mean, On predictive density estimation for gamma models with parametric constraints, Non-minimaxity of linear combinations of restricted location estimators and related problems, A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators, Methods for improving estimators of truncated circular parameters, Estimating a bounded parameter for symmetric distributions, Minimax estimation of a restricted mean for a one-parameter exponential family, On predictive density estimation for location families under integrated squared error loss, On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means, On predictive density estimation with additional information, Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters, Bayesian improvements of a MRE estimator of a bounded location parameter, On discrete priors and sparse minimax optimal predictive densities, Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss, Minimax estimation of the common variance and precision of two normal populations with ordered restricted means, The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number, The Stein effect for Fréchet means, Semiparametrically efficient estimation of Euclidean parameters under equality constraints, A note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkage, Estimation of the order restricted scale parameters for two populations from the Lomax distribution, Minimax estimation of a bounded parameter of a discrete distribution, Stein estimation for spherically symmetric distributions: recent developments