Minimax estimators for a bounded location parameter

DOI10.1007/BF02614006zbMath0748.62006OpenAlexW2023640231MaRDI QIDQ1193393

Jürgen Eichenauer-Herrmann, Katja Ickstadt

Publication date: 27 September 1992

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176421

zbMATH Keywords

absolute error lossleast favourable priorlocation parameter familiesbounded normal meanbounded location parametertwo point prior

Mathematics Subject Classification ID

Point estimation (62F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

A note on admissibility of the maximum likelihood estimator for a bounded normal mean ⋮ On least favourable two point priors and minimax estimators under absolute error loss

Cites Work

• Estimating a bounded normal mean
• Minimax estimation under convex loss when the parameter interval is bounded
• Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Two point priors and Γ-minimax estimating in families of uniform distributions
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