Minimax estimation of constrained parametric functions for discrete families of distributions

DOI10.1007/S00184-006-0102-7zbMATH Open1433.62071OpenAlexW1989419563MaRDI QIDQ745404FDOQ745404

Authors: Mohammad Jafari Jozani, Éric Marchand 

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0102-7

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zbMATH Keywords

discrete distributionsminimax estimationsquared error lossrestricted parameter spacebinomial variancenegative binomial varianceodds-ratiozero count probability

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

Cites Work

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• A General Concept of Unbiasedness
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• Minimax estimation of a bounded normal mean vector
• Bayes estimates under asymmetric loss
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Cited In (9)

• Minimax estimation of a restricted mean for a one-parameter exponential family
• Minimax estimation of the bounded parameter of some discrete distributions under LINEX loss function
• Minimax estimation of the parameters of a class of distributions under the squared log error and MLINEX loss functions
• Minimax estimation of a bounded parameter of a discrete distribution
• On risk unbiased estimation after selection
• Title not available (Why is that?)
• On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions
• The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
• Minimax properties of Fréchet means of discretely sampled curves

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