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Robustness of a truncated estimator for the smaller of two ordered means

Author

Listed:
  • Yasuyuki Hamura

    (Kyoto University)

  • Tatsuya Kubokawa

    (University of Tokyo)

Abstract

In this note, we consider the problem of estimating the smaller of two ordered means. Such problems frequently arise in applications where, for example, aggregated data are observed. In order to combine information from direct and indirect observations, we use the Stein-type truncated estimator. We show that it dominates the direct estimator for distributions with log-concave or log-convex densities.

Suggested Citation

  • Yasuyuki Hamura & Tatsuya Kubokawa, 2023. "Robustness of a truncated estimator for the smaller of two ordered means," Statistical Papers, Springer, vol. 64(6), pages 2225-2244, December.
    • Handle: RePEc:spr:stpapr:v:64:y:2023:i:6:d:10.1007_s00362-022-01371-3
    DOI: 10.1007/s00362-022-01371-3
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