Estimating a bounded parameter for symmetric distributions

DOI10.1007/s10463-007-0132-6zbMath1294.62038OpenAlexW1978806304MaRDI QIDQ734415

François Perron, Éric Marchand

Publication date: 13 October 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0132-6

zbMATH Keywords

robustnessexponential familiessquared error lossmaximum likelihood estimatorBayes estimatordominancescale mixture of normalsrestricted parameter spacetruncated distributionssymmetric location families

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Related Items (1)

Bayesian improvements of a MRE estimator of a bounded location parameter

Cites Work

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• On scale mixtures of normal distributions
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Estimation of a multivariate mean with constraints on the norm

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