Estimating a restricted normal mean

DOI10.1007/s00184-007-0157-0zbMath1247.62063OpenAlexW2015233812MaRDI QIDQ451293

Somesh Kumar, Yogesh Mani Tripathi

Publication date: 23 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-007-0157-0

zbMATH Keywords

equivariant estimatormaximum likelihood estimatorBayes estimatorminimaxityadmissibilityRao-Blackwellization

Mathematics Subject Classification ID

Related Items (2)

Loss functions in restricted parameter spaces and their Bayesian applications ⋮ Admissibility of Solution Estimators for Stochastic Optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• On the estimation of a restricted normal mean
• On the estimation of restricted mean
• Estimating a bounded normal mean
• Estimation of the mean of a multivariate normal distribution
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• On sequential distinguishability
• Estimating a positive normal mean
• Inadmissibility of Linearly Invariant Estimators in Truncated Parameter Spaces
• Combining Unbiased Estimates of a Parameter Known to be Positive
• Numerical Specification of Discrete Least Favorable Prior Distributions
• Uniform Approximation of Minimax Point Estimates
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• ESTIMATION OF THE PARAMETERS OF A NORMAL DISTRIBUTION WHEN THE MEAN IS RESTRICTED TO AN INTERVAL1

This page was built for publication: Estimating a restricted normal mean