An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
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Publication:1871357
DOI10.1016/S0167-7152(02)00316-4zbMath1050.62008MaRDI QIDQ1871357
Khalil Shafie, Nader Nematollahi, Mohammad Jafari Jozani
Publication date: 7 May 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Exponential familyMinimax estimationScale-invariant squared-error lossTransformed chi-square distributionTruncated parameter space
Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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Cites Work
- Group-Bayes estimation of the exponential mean: A preposterior analysis
- Estimation of scale parameter under entropy loss function
- Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
- Family of transformed chi-square distributions
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- Bayes and admissibility properties of estimators in truncated parameter spaces
- Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
- Admissible and Minimax Estimates of Parameters in Truncated Spaces
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