Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
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Cites work
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- A unified approach to improving equivariant estimators
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- Double shrinkage estimation of ratio of scale parameters
- Estimation of Two Ordered Translation Parameters
- Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function
- Estimators of a Location Parameter in the Absolutely Continuous Case
- Improving on the MLE of a bounded normal mean.
- On the estimation of a restricted normal mean
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Simultaneous estimation of ordered parameters
- Statistical decision theory and Bayesian analysis. 2nd ed
- Uniform priors on convex sets improve risk
Cited in
(20)- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- scientific article; zbMATH DE number 3883387 (Why is no real title available?)
- Estimation of the shape parameter of a Pareto distribution
- Estimating an exponential scale parameter under double censoring
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
- On estimation with weighted balanced-type loss function
- Non-minimaxity of linear combinations of restricted location estimators and related problems
- On predictive density estimation for location families under integrated squared error loss
- Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
- On Bayes minimax estimators for a normal mean with an uncertain constraint†
- On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
- Bayesian improvements of a MRE estimator of a bounded location parameter
- Minimaxity in predictive density estimation with parametric constraints
- A unified approach to estimation of noncentrality parameters, the multiple correlation coefficient, and mixture models
- Estimating a linear parametric function of a doubly censored exponential distribution
- A unified minimax result for restricted parameter spaces
- Quantile estimation for a progressively censored exponential distribution
- Pitman closeness properties of point estimators and predictive densities with parametric constraints
- Estimation of a non-negative location parameter with unknown scale
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