Improving on the MLE of a bounded normal mean.

DOI10.1214/aos/1013699994zbMath1041.62016OpenAlexW2055370346MaRDI QIDQ1848897

Éric Marchand, François Perron

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1013699994

zbMATH Keywords

squared error lossmaximum likelihood estimatormodified Bessel functionmonotone likelihood ratioBayes estimatorsmultivariate normal distributionrestricted parameter spaceLangevin distributionnoncentral chi-square distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15)

Related Items (19)

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location ⋮ Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ Minimaxity in predictive density estimation with parametric constraints ⋮ Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter ⋮ A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators ⋮ On improved predictive density estimation with parametric constraints ⋮ Bayesian improvements of a MRE estimator of a bounded location parameter ⋮ Truncated linear estimation of a bounded multivariate normal mean ⋮ On predictive density estimation with additional information ⋮ On a sum of modified Bessel functions ⋮ Minkowski–Weyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study ⋮ Improving on the mle of a bounded location parameter for spherical distributions ⋮ On estimation with weighted balanced-type loss function ⋮ Uniform priors on convex sets improve risk ⋮ Admissibility of Solution Estimators for Stochastic Optimization ⋮ Improving on the MLE of a bounded normal mean. ⋮ Bounds for Turánians of modified Bessel functions ⋮ Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval ⋮ On the minimax estimator of a bounded normal mean.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax estimation of a bounded normal mean vector
• On the estimation of a restricted normal mean
• Estimating a bounded normal mean
• Modified Bessel functions and their applications in probability and statistics
• Improving on the MLE of a bounded normal mean.
• 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

This page was built for publication: Improving on the MLE of a bounded normal mean.