Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

DOI10.1007/BF02506883MaRDI QIDQ816596zbMATH OpenFDO

Authors Éric Marchand, William E. Strawderman

Publication date 9 March 2006

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

Full work available at URL https://doi.org/10.1007/BF02506883

zbMATH Keywords

minimax estimationminimum risk equivariant estimatordominating estimatorconstrained parameter spacelower-bounded parameter

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)

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Cites work

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Cited in

(21)

• 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 an exponential scale parameter under double censoring
• Pitman closeness properties of point estimators and predictive densities with parametric constraints
• Minimaxity in predictive density estimation with parametric constraints
• Bayesian improvements of a MRE estimator of a bounded location parameter
• Estimation of the shape parameter of a Pareto distribution
• Minimaxity in estimation of restricted and non-restricted scale parameter matrices
• On the Bayesianity of minimum risk equivariant estimator for location or scale parameters under a general convex and invariant loss function
• Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
• Estimation of a non-negative location parameter with unknown scale
• Improved estimation of location parameters of two exponential distributions with ordered scale
• 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
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Quantile estimation for a progressively censored exponential distribution
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• scientific article; zbMATH DE number 3883387 (Why is no real title available?)
• A unified minimax result for restricted parameter spaces
• On estimation with weighted balanced-type loss function
• On Bayes minimax estimators for a normal mean with an uncertain constraint^†

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