A unified approach to non-minimaxity of sets of linear combinations of restricted location estimators
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References listed on IDEAS
- Yuzo Maruyama & Katsunori Iwasaki, 2005. "Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 145-156, March.
- Hartigan, J. A., 2004. "Uniform priors on convex sets improve risk," Statistics & Probability Letters, Elsevier, vol. 67(4), pages 285-288, May.
- Tatsuya Kubokawa, 2004. "Minimaxity in Estimation of Restricted Parameters," CIRJE F-Series CIRJE-F-270, CIRJE, Faculty of Economics, University of Tokyo.
More about this item
KeywordsDecision theory Generalized Bayes Linear combination Location parameter Location-scale family Maximum likelihood estimator Minimaxity Restricted parameter Restricted estimator Truncated estimator Quadratic loss;
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