Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
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Publication:816597
DOI10.1007/BF02506884zbMath1082.62006MaRDI QIDQ816597
Katsunori Iwasaki, Yuzo Maruyama
Publication date: 9 March 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Laplace transform; inverse Laplace transform; minimaxity; misspecification; complete class theorem; positive normal mean
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
62C15: Admissibility in statistical decision theory
62C07: Complete class results in statistical decision theory
Cites Work
- Shrinkage and modification techniques in estimation of variance and the related problems: A review
- Generalized Bayes Solutions in Estimation Problems
- Admissible and Minimax Estimates of Parameters in Truncated Spaces
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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