Minimax estimation for the bounded mean of a bivariate normal distribution
type: Item
instance of: scholarly article
title: Minimax estimation for the bounded mean of a bivariate normal distribution
zbMATH Open document ID: 0838.62042
DOI: 10.1007/BF01894335
author: Wolfgang Bischoff
author: Werner Fieger
author: Sabine Ochtrop
published in: Metrika
publication date: 1996-03-11T00:00:00Z
full work available at URL: https://eudml.org/doc/176620
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62C10
zbMATH DE Number: 844106
zbMATH Keywords: restricted parameter space
zbMATH Keywords: bivariate normal distribution
zbMATH Keywords: mean
zbMATH Keywords: equilateral triangle
zbMATH Keywords: convexity argument
zbMATH Keywords: three point prior
zbMATH Keywords: least favourable prior
zbMATH Keywords: Bayes estimator
MaRDI profile type: Publication
cites work: Minimax estimation of a bounded normal mean vector
cites work: Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\)
cites work: Estimating a bounded normal mean
cites work: Q3716020
cites work: Q3672893
cites work: Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
description: scientific article; zbMATH DE number 844106