A class of minimax estimators of the scale parameter of the uniform distribution

DOI10.1016/0167-7152(90)90139-XzbMATH Open0692.62008OpenAlexW2061253292MaRDI QIDQ583754FDOQ583754

Authors: Lynn Kuo, Andrew L. Rukhin, Dipak K. Dey 

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90139-x

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zbMATH Keywords

uniform distributionlocation-scale familypowersinadmissibilitynumerical studyminimax estimatorsminimum risk equivariant estimatorscale invariant quadratic loss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Title not available (Why is that?)
• Minimax estimation of powers of the variance of a normal population under squared error loss
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• Estimating the scale parameter of the exponential distribution with unknown location
• Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution
• Admissibility and minimaxity results in the estimation problem of exponential quantiles

Cited In (6)

• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Effects of an outlier for estimation in a uniform distribution
• Estimation of the smaller and larger of two uniform scale parameters
• Estimating the ratio of the smaller and the larger of two uniform scale parameters
• Title not available (Why is that?)
• Asymptotic distributions and application of estimation of location parameters of uniform distributions

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