Minimax estimation of a restricted mean for a one-parameter exponential family

DOI10.1016/J.JSPI.2020.10.001MaRDI QIDQ830686zbMATH OpenOpenAlexWikidataFDO

Authors Éric Marchand, Fanny Rancourt, William E. Strawderman

Publication date 7 May 2021

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2020.10.001

zbMATH Keywords

minimaxnegative binomialdiscrete distributionsexponential familyrestricted parametersKarlin's theorem

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30) Admissibility in statistical decision theory (62C15)

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• Variance of the truncated negative binomial distribution

Cited in

(3)

• Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
• Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter
• Second order minimax estimation of the mean

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