Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

DOI10.1016/S0167-7152(00)00077-8zbMath0958.62007OpenAlexW2056528754MaRDI QIDQ1590831

Andy H. Lee, Alan T. K. Wan, Guo Hua Zou

Publication date: 17 April 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00077-8

zbMATH Keywords

Poisson distributionLINEX loss functionminimax estimatorsrestricted parameter spaceleast favorable priorgamma-minimax estimator

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20)

Related Items (7)

Asymmetric risk of the Stein variance estimator under a misspecified linear regression model ⋮ Evaluating the lifetime performance index based on the Bayesian estimation for the Rayleigh lifetime products with the upper record values ⋮ Minimax invariant estimator of continuous distribution function under LINEX loss ⋮ Stein-type improved estimation of standard error under asymmetric LINEX loss function ⋮ Minimax estimation of a bounded parameter of a discrete distribution ⋮ Minimax Estimation of the Bounded Parameter of Some Discrete Distributions Under LINEX Loss Function ⋮ Further results on optimal critical values of pre‐test when estimating the regression error variance

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