An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.

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)

zbMATH Keywords

Exponential familyMinimax estimationScale-invariant squared-error lossTransformed chi-square distributionTruncated parameter space

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Optimal rules and robust Bayes estimation of a gamma scale parameter ⋮ An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function ⋮ Bayes sequential estimation for a particular exponential family of distributions under LINEX loss ⋮ Unnamed Item ⋮ A note on Pitman's measure of closeness with balanced loss function ⋮ On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint ⋮ On estimation with weighted balanced-type loss function ⋮ On robust Bayesian estimation under some asymmetric and bounded loss function

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
• Maximum Likelihood Estimates of Monotone Parameters
• 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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