A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators

DOI10.1016/J.JMVA.2011.05.009zbMath1219.62012OpenAlexW2063574693MaRDI QIDQ634559

William E. Strawderman, Tatsuya Kubokawa

Publication date: 16 August 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.009

zbMATH Keywords

decision theorymaximum likelihood estimatorminimaxitylinear combinationlocation parameterquadratic losslocation-scale familyrestricted estimatorrestricted parametergeneralized Bayestruncated estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Cites Work

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• Non-minimaxity of linear combinations of restricted location estimators and related problems
• Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Estimating a bounded normal mean
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• Uniform priors on convex sets improve risk
• Improving on the MLE of a bounded normal mean.
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• 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

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