COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS

DOI10.1081/STA-120003648zbMath1075.62507MaRDI QIDQ4449022

Nao Ohyauchi

Publication date: 4 February 2004

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorUniform distributionBayes riskMaximum likelihood estimatorAsymptotic lower boundConcentration probabilityInformation inequalityMaximum probability estimatorMid-rangeNon-regular caseTruncated normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• Unified treatment of Cramer-Rao bound for the nonregular density functions
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Maximum probability estimators and related topics
• Loss of information of a statistic for a family of non-regular distributions
• Note on the Cramer-Rao inequality in the nonregular case: The family of uniform distributions
• Information inequalities in a family of uniform distributions

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