A class of minimax estimators of the scale parameter of the uniform distribution

DOI10.1016/0167-7152(90)90139-XzbMath0692.62008OpenAlexW2061253292MaRDI QIDQ583754

Lynn Kuo, Dey, Dipak K., Andrew. L. Rukhin

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90139-x

zbMATH Keywords

uniform distributioninadmissibilityminimax estimatorspowerslocation-scale familynumerical studyminimum risk equivariant estimatorscale invariant quadratic loss function

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• Minimax estimation of powers of the variance of a normal population under squared error loss
• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Estimating the scale parameter of the exponential distribution with unknown location
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the Usual Scale Estimate for a Shifted Exponential Distribution

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