An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
type: Item
instance of: scholarly article
title: An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss.
zbMATH Open document ID: 1050.62008
DOI: 10.1016/S0167-7152(02)00316-4
author: Mohammad Jafari Jozani
author: N. Nematollahi
author: K. Shafie
published in: Statistics \& Probability Letters
publication date: 2003-05-07T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 1907020
zbMATH Keywords: Truncated parameter space
zbMATH Keywords: Minimax estimation
zbMATH Keywords: Exponential family
zbMATH Keywords: Transformed chi-square distribution
zbMATH Keywords: Scale-invariant squared-error loss
MaRDI profile type: Publication
cites work: Q4294089
cites work: Maximum Likelihood Estimates of Monotone Parameters
cites work: Bayes and admissibility properties of estimators in truncated parameter spaces
cites work: Admissible and Minimax Estimates of Parameters in Truncated Spaces
cites work: Estimation of scale parameter under entropy loss function
cites work: Family of transformed chi-square distributions
cites work: Q3258593
cites work: Minimax estimation of a lower‐bounded scale parameter of a gamma distribution for scale‐invariant squared‐error loss
cites work: Minimax estimation of a lower-bounded scale parameter of an \(F\) distribution
cites work: Q4284829
cites work: Group-Bayes estimation of the exponential mean: A preposterior analysis
Recommended article: Q3098525
Recommended article: Q5476652
Recommended article: An admissible estimator for the \(r\)th power of a bounded scale parameter in a subclass of the exponential family under entropy loss function
Recommended article: Q4008976
Recommended article: Admissible and Minimax Estimators of θrwith Truncated Parameter Space Under Squared-Log Error Loss Function
Recommended article: Q3476113
Recommended article: Q3051808
Recommended article: Q3402587
description: scientific article; zbMATH DE number 1907020