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

DOI10.1016/J.JMVA.2011.05.009MaRDI QIDQ634559zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

decision theorygeneralized Bayeslinear combinationlocation parameterlocation-scale familymaximum likelihood estimatorminimaxityquadratic lossrestricted estimatorrestricted parametertruncated estimator

Mathematics Subject Classification ID

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

Recommendations

• Non-minimaxity of linear combinations of restricted location estimators and related problems
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• Minimaxity in Estimation of Restricted Parameters
• scientific article; zbMATH DE number 519835

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

(3)

• scientific article; zbMATH DE number 1330890 (Why is no real title available?)
• Minimax estimation of linear combinations of restricted location parameters
• Non-minimaxity of linear combinations of restricted location estimators and related problems

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