Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean

DOI10.1007/BF02506884zbMath1082.62006MaRDI QIDQ816597

Yuzo Maruyama, Katsunori Iwasaki

Publication date: 9 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Laplace transforminverse Laplace transformminimaxitymisspecificationcomplete class theorempositive normal mean

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15) Complete class results in statistical decision theory (62C07)

Related Items (4)

Decision-theoretic issues in heterogeneity variance estimation ⋮ A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators ⋮ Unnamed Item ⋮ Estimation of a non-negative location parameter with unknown scale

Cites Work

• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Generalized Bayes Solutions in Estimation Problems
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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