Minimax estimation of constrained parametric functions for discrete families of distributions

DOI10.1007/s00184-006-0102-7zbMath1433.62071OpenAlexW1989419563MaRDI QIDQ745404

Éric Marchand, Mohammad Jafari Jozani

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0102-7

zbMATH Keywords

squared error lossdiscrete distributionsminimax estimationrestricted parameter spacebinomial variancenegative binomial varianceodds-ratiozero count probability

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

On risk unbiased estimation after selection ⋮ On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions ⋮ Minimax Estimation of the Bounded Parameter of Some Discrete Distributions Under LINEX Loss Function

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• A General Concept of Unbiasedness

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