IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v46y2000i3p283-286.html
   My bibliography  Save this article

Minimax estimation of a lower-bounded scale parameter of an F distribution

Author

Listed:
  • van Eeden, Constance

Abstract

In their paper on group-Bayes estimation of the exponential mean, van Eeden and Zidek (1994, Test 3, 125-143) consider, among many other things, the minimax estimation of a lower-bounded scale parameter of an F distribution. They leave open the question of whether the estimator which is unique minimax among the truncated linear ones is minimax among all estimators. In this note it is shown that it is.

Suggested Citation

  • van Eeden, Constance, 2000. "Minimax estimation of a lower-bounded scale parameter of an F distribution," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 283-286, February.
    • Handle: RePEc:eee:stapro:v:46:y:2000:i:3:p:283-286
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(99)00114-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Constance Eeden & James Zidek, 1994. "Group-Bayes estimation of the exponential mean: A preposterior analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(2), pages 247-247, December.
    2. Constance Eeden & James Zidek, 1994. "Group-Bayes estimation of the exponential mean: a preposterior analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 125-143, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil, 2002. "An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 437-444, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil, 2002. "An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 437-444, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:46:y:2000:i:3:p:283-286. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.