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

DOI10.1016/j.jmva.2011.05.009zbMath1219.62012MaRDI 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 theory; maximum likelihood estimator; minimaxity; linear combination; location parameter; quadratic loss; location-scale family; restricted estimator; restricted parameter; generalized Bayes; truncated estimator

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

Cites Work

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