Non-minimaxity of linear combinations of restricted location estimators and related problems

DOI10.1016/J.JSPI.2011.01.001zbMath1208.62030OpenAlexW2043537374MaRDI QIDQ630948

William E. Strawderman, Tatsuya Kubokawa

Publication date: 22 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.01.001

zbMATH Keywords

maximum likelihood estimatorscale parameterrestricted estimatorrestricted parametertruncated estimator

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators

Cites Work

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• Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
• Uniform priors on convex sets improve risk
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
• Minimaxity in Estimation of Restricted Parameters
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Estimators of a Location Parameter in the Absolutely Continuous Case

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