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
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- scientific article; zbMATH DE number 519835
decision theorylocation-scale familymaximum likelihood estimatorquadratic losslinear combinationminimaxityrestricted estimatorlocation parameterrestricted parametergeneralized Bayestruncated estimator
Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)
Cites Work
- Minimaxity in Estimation of Restricted Parameters
- Admissible and Minimax Estimates of Parameters in Truncated Spaces
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- Estimation in restricted parameter spaces: a review
- Sensitivity of minimaxity and admissibility in the estimation of a positive 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.
- Non-minimaxity of linear combinations of restricted location estimators and related problems
- Estimating a bounded normal mean
- Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
- Estimators of a Location Parameter in the Absolutely Continuous Case
Cited In (1)
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