Minimax estimation of constrained parametric functions for discrete families of distributions

DOI10.1007/S00184-006-0102-7MaRDI QIDQ745404zbMATH OpenOpenAlexFDO

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

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)

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• A General Concept of Unbiasedness
• Bayes estimates under asymmetric loss
• Estimating a bounded normal mean
• Estimation based on an appropriate choice of loss function
• Minimax estimation of a bounded normal mean vector
• Minimax estimation of a bounded parameter of a discrete distribution
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Setting confidence intervals for bounded parameters
• Two-point priors and minimax estimation of a bounded parameter under convex loss

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(9)

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• 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
• scientific article; zbMATH DE number 1467801 (Why is no real title available?)
• 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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