Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
type: Item
instance of: scholarly article
title: Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
zbMATH Open document ID: 0748.62005
DOI: 10.1007/BF02614000
published in: Metrika
publication date: 1992-09-27T00:00:00Z
full work available at URL: https://eudml.org/doc/176415
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 64556
zbMATH Keywords: gamma minimax estimator
zbMATH Keywords: Lp-loss
zbMATH Keywords: minimax estimator
zbMATH Keywords: bounded normal mean
zbMATH Keywords: least favourable two point priors
zbMATH Keywords: vague prior information
author: Wolfgang Bischoff
author: Werner Fieger
MaRDI profile type: Publication
cites work: Almost everywhere convergence of prediction sequence in L p (1 < p < ?)
cites work: Statistical decision theory and Bayesian analysis. 2nd ed
cites work: Estimating a bounded normal mean
cites work: Two point priors and Γ-minimax estimating in families of uniform distributions
cites work: Q3834856
cites work: Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
OpenAlex ID: W2081781791
description: scientific article; zbMATH DE number 64556