Second order minimax estimation of the mean

DOI10.1016/j.jspi.2010.04.056zbMath1327.62038OpenAlexW2044595772MaRDI QIDQ989251

Zinoviy Landsman, Daoud Bshouty, Shaul K. Bar-Lev

Publication date: 19 August 2010

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.2010.04.056

zbMATH Keywords

natural exponential familyvariance functionEuler's equationexponential dispersion modelSturm-Liouville systemBabel classHinde-Demétrio classsecond order minimax estimatorvariance functions regular at zero and infinity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (1)

On the mean value parametrization of natural exponential families -- a revisited review

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