Modifying estimators of ordered positive parameters under the Stein loss
DOI10.1016/j.jmva.2010.08.011zbMath1209.62137OpenAlexW2081176024MaRDI QIDQ608336
Tatsuya Kubokawa, Hisayuki Tsukuma
Publication date: 25 November 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.011
decision theoryminimaxityisotonic regressionscale parameterrestricted maximum likelihood estimatorsimultaneous estimationKullback-Leibler lossumbrella orderingFenchel's duality theoremorder-statistics-based estimatorsimple orderingtree orderingweighted Stein loss
Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10)
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Cites Work
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