Restricted parameter space estimation problems. Admissibility and minimaxity properties.

From MaRDI portal
Publication:851944

DOI10.1007/978-0-387-48809-7zbMath1160.62018OpenAlexW2486394056MaRDI QIDQ851944

van Eeden, Constance

Publication date: 27 November 2006

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-48809-7




Related Items (50)

Estimating the shape parameter of a Pareto distribution under restrictionsBayesian predictive density estimation with parametric constraints for the exponential distribution with unknown locationNew Wavelet SURE Thresholds of Elliptical Distributions under the Balance LossA note on estimation of a shape parameter in a Pareto distributionMinimax estimation of a restricted mean for a one-parameter exponential familyPrivacy protection and quantile estimation from noise multiplied dataMaximum likelihood estimation for ordered expectations of correlated binary variablesBayesian predictive distribution for a Poisson model with a parametric restrictionSimultaneous estimation of restricted means via the Gauss divergence theoremOn Bayes minimax estimators for a normal mean with an uncertain constraintA general testing for order restriction on mean vectors of multivariate normal populationsEstimating the common hazard rate of two exponential distributions with ordered location parametersSimultaneous estimation of restricted location parameters based on permutation and sign-changeMinimaxity in predictive density estimation with parametric constraintsBayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameterRobustness of a truncated estimator for the smaller of two ordered meansBayesian inference and prediction for mean-mixtures of normal distributionsPitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence lossClasses of improved estimators for parameters of a Pareto distributionA unified minimax result for restricted parameter spacesComponentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified studyA unified approach to non-minimaxity of sets of linear combinations of restricted location estimatorsBayesian improvements of a MRE estimator of a bounded location parameterTruncated linear estimation of a bounded multivariate normal meanImproved estimators for the common means of two normal distributions with ordered variancesOn predictive density estimation with additional informationEstimating a restricted normal meanOrdered inference using observed confidence levelsEstimation of the parameters of an exponential distribution under constrained locationStochastic domination in predictive density estimation for ordered normal means under \(\alpha\)-divergence lossImproved estimators for parameters of a Pareto distribution with a restricted scaleInference procedures about population correlations under order restrictionsEstimation of two ordered normal means under modified Pitman nearness criterionEstimation of ordered scale parameters of two exponential distributions with a common guarantee timeOn predictive density estimation for gamma models with parametric constraintsA note on constrained estimation in the simple linear measurement error modelOn Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal meansMinimax Estimation of the Bounded Parameter of Some Discrete Distributions Under LINEX Loss FunctionMethods for improving estimators of truncated circular parametersClassification rules for two parameter exponential populations under order restrictions on parametersShrinkage estimation of non-negative mean vector with unknown covariance under balance lossMinimax estimation of the common variance and precision of two normal populations with ordered restricted meansSemiparametrically efficient estimation of Euclidean parameters under equality constraintsA note on improving on a vector of coordinate-wise estimators of non-negative means via shrinkageAnalysis of multinomial models under inequality constraints: applications to measurement theoryJackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variancesEstimation of Ordinary Differential Equation Models with Discretization Error QuantificationWavelet threshold based on Stein's unbiased risk estimators of restricted location parameter in multivariate normalEstimation of order restricted location/scale parameters of a general bivariate distribution under general loss function: some unified resultsA Simple New Algorithm for Quadratic Programming with Applications in Statistics




This page was built for publication: Restricted parameter space estimation problems. Admissibility and minimaxity properties.