Estimating normal means with symmetric gain functions

DOI10.1016/0167-7152(87)90050-2zbMath0638.62027OpenAlexW2061513716MaRDI QIDQ1099526

Lionel Weiss

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90050-2

zbMATH Keywords

sufficient statisticunknown meanknown varianceestimating normal meansestimating several meansprior density of double exponential typesymmetric gain function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (3)

Prediction in a Linear Model ⋮ Learning under \((1 + \epsilon)\)-moment conditions ⋮ A Framework of Learning Through Empirical Gain Maximization

Cites Work

• Small-sample properties of maximum probability estimators
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