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

DOI10.1016/J.JSPI.2020.10.001zbMATH Open1460.62020OpenAlexW3097723353WikidataQ115569951 ScholiaQ115569951MaRDI QIDQ830686FDOQ830686

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

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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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• Bayesian predictive distribution for a negative binomial model

Cited In (3)

• Second order minimax estimation of the mean
• 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

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