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

DOI10.1016/J.JMVA.2011.05.009zbMATH Open1219.62012OpenAlexW2063574693MaRDI QIDQ634559FDOQ634559

Authors: Tatsuya Kubokawa, William E. Strawderman 

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

Recommendations

• Non-minimaxity of linear combinations of restricted location estimators and related problems
• Minimax estimation of linear combinations of restricted location parameters
• Minimax properties for linear estimators of the location parameter of a linear model
• Minimaxity in Estimation of Restricted Parameters
• scientific article; zbMATH DE number 519835

zbMATH Keywords

decision theorylocation-scale familymaximum likelihood estimatorquadratic losslinear combinationminimaxityrestricted estimatorlocation parameterrestricted parametergeneralized Bayestruncated estimator

Mathematics Subject Classification ID

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

Cites Work

• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Estimating a bounded normal mean
• Estimation in restricted parameter spaces: a review
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• Estimators of a Location Parameter in the Absolutely Continuous Case
• Improving on the MLE of a bounded normal mean.
• Minimaxity in Estimation of Restricted Parameters
• Non-minimaxity of linear combinations of restricted location estimators and related problems
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Uniform priors on convex sets improve risk

Cited In (2)

• Non-minimaxity of linear combinations of restricted location estimators and related problems
• Minimax estimation of linear combinations of restricted location parameters

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