On least favourable two point priors and minimax estimators under absolute error loss

DOI10.1007/BF02613693zbMath0774.62032MaRDI QIDQ685767

Wolfgang Bischoff, Werner Fieger

Publication date: 18 October 1993

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176476

zbMATH Keywords

Bayes estimatorminimax estimationabsolute error lossleast favourable two point priorlocation and scale parameter families

Mathematics Subject Classification ID

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

Related Items (1)

A note on admissibility of the maximum likelihood estimator for a bounded normal mean

Cites Work

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• Estimating a bounded normal mean
• Minimax estimation under convex loss when the parameter interval is bounded
• Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
• Minimax estimators for a bounded location parameter
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ

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