Inadmissible estimators of normal quantiles and two-sample problems with additional information
DOI10.1214/11-IMSCOLL808zbMATH Open1326.62055MaRDI QIDQ5499705FDOQ5499705
Authors: Éric Marchand, Mohammad Jafari Jozani, Yogesh Mani Tripathi 
Publication date: 30 July 2015
Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)
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estimationcomplete classadditional informationconditional riskinadmissibilitysquared error lossrestricted parameter spacenormal quantilesabsolute value loss
Point estimation (62F10) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)
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- Inadmissibility of the uncombined two-stage estimator when additional samples are available
- Estimation of a non-negative location parameter with unknown scale
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
- On predictive density estimation with additional information
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