Modifying estimators of ordered positive parameters under the Stein loss

DOI10.1016/j.jmva.2010.08.011zbMath1209.62137MaRDI 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

zbMATH Keywords

decision theory; minimaxity; isotonic regression; scale parameter; restricted maximum likelihood estimator; simultaneous estimation; Kullback-Leibler loss; umbrella ordering; Fenchel's duality theorem; order-statistics-based estimator; simple ordering; tree ordering; weighted Stein loss

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F30: Parametric inference under constraints

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62J10: Analysis of variance and covariance (ANOVA)

Related Items

Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition, Minimaxity in estimation of restricted and non-restricted scale parameter matrices

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