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Pitman closeness properties of point estimators and predictive densities with parametric constraints

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  • Matsuda, Takeru
  • Strawderman, William E.

Abstract

We contrast Pitman closeness and risk evaluations for Bayes procedures in point estimation and predictive density estimation problems when the mean of the underlying normal distribution is restricted to be nonnegative. Interesting reversals in preferences arise.

Suggested Citation

  • Matsuda, Takeru & Strawderman, William E., 2016. "Pitman closeness properties of point estimators and predictive densities with parametric constraints," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 101-106.
    • Handle: RePEc:eee:stapro:v:116:y:2016:i:c:p:101-106
    DOI: 10.1016/j.spl.2016.04.021
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    References listed on IDEAS

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    1. Éric Marchand & William Strawderman, 2005. "Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 129-143, March.
    2. Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E. & Turcotte, Jean-Philippe, 2013. "Minimaxity in predictive density estimation with parametric constraints," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 382-397.
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    Cited by:

    1. Matsuda, Takeru & Strawderman, William E., 2016. "Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 21-29.

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