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

DOI10.1016/j.jspi.2011.01.001zbMath1208.62030MaRDI QIDQ630948

William E. Strawderman, Tatsuya Kubokawa

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 estimator; scale parameter; restricted estimator; restricted parameter; truncated estimator

Mathematics Subject Classification ID

62F10: Point estimation

62C20: Minimax procedures in statistical decision theory

Related Items

General dominance properties of double shrinkage estimators for ratio of positive parameters, A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Uniform priors on convex sets improve risk
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Minimaxity in Estimation of Restricted Parameters
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Estimators of a Location Parameter in the Absolutely Continuous Case