A note on decision theoretic estimation of ordered parameters
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Publication:1590832
DOI10.1016/S0167-7152(00)00078-XzbMath0967.62003WikidataQ128066510 ScholiaQ128066510MaRDI QIDQ1590832
Publication date: 1 May 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Point estimation (62F10) Parametric inference under constraints (62F30) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)
Related Items (3)
James–Stein type estimators for ordered normal means ⋮ Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: a unified study ⋮ A Note on the Pitman Estimator of Ordered Normal Means When the Variances Are Unequal
Cites Work
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- Double shrinkage estimation of ratio of scale parameters
- Two-stage point estimation with a shrinkage stopping rule
- Componentwise estimation of ordered parameters of \(k\) \((\geq 2)\) exponential populations
- Improving on equivariant estimators
- Inadmissibility results of the mle for the multinomial problem when the parameter space is restricted or truncated
- Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
- Bayes and admissibility properties of estimators in truncated parameter spaces
- Generalized Bayes Solutions in Estimation Problems
- Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
- Estimation of the Last Mean of a Monotone Sequence
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