Modifying estimators of ordered positive parameters under the Stein loss

DOI10.1016/j.jmva.2010.08.011zbMath1209.62137OpenAlexW2081176024MaRDI QIDQ608336

Tatsuya Kubokawa, Hisayuki Tsukuma

Publication date: 25 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.08.011

zbMATH Keywords

decision theoryminimaxityisotonic regressionscale parameterrestricted maximum likelihood estimatorsimultaneous estimationKullback-Leibler lossumbrella orderingFenchel's duality theoremorder-statistics-based estimatorsimple orderingtree orderingweighted Stein loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition ⋮ Minimaxity in estimation of restricted and non-restricted scale parameter matrices

Cites Work

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