Non-minimaxity of linear combinations of restricted location estimators and related problems

DOI10.1016/J.JSPI.2011.01.001MaRDI QIDQ630948zbMATH OpenOpenAlexFDO

Authors Tatsuya Kubokawa, William E. Strawderman

Publication date 22 March 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.01.001

zbMATH Keywords

maximum likelihood estimatorrestricted estimatorrestricted parameterscale parametertruncated estimator

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10)

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Cites work

• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Estimation in restricted parameter spaces: a review
• Estimators of a Location Parameter in the Absolutely Continuous Case
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Minimaxity in Estimation of Restricted Parameters
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Uniform priors on convex sets improve risk

Cited in

(4)

• General dominance properties of double shrinkage estimators for ratio of positive parameters
• Minimaxity in Estimation of Restricted Parameters
• Minimax estimation of linear combinations of restricted location parameters
• A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators

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