Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution

DOI10.1016/S0167-7152(99)00114-5zbMath0949.62018OpenAlexW1982188592WikidataQ128132674 ScholiaQ128132674MaRDI QIDQ1970818

van Eeden, Constance

Publication date: 20 November 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00114-5

zbMATH Keywords

F distributionminimaxityrestricted parameter spacesscale parameter

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

Related Items (5)

Admissible and Minimax Estimators of θ^rwith Truncated Parameter Space Under Squared-Log Error Loss Function ⋮ An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function ⋮ Unnamed Item ⋮ On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint ⋮ An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.

Cites Work

• Group-Bayes estimation of the exponential mean: A preposterior analysis
• Nonexponential Applications of a Global Cramèr-Rao Inequality

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