Minimax Estimation of Linear Combinations of Restricted Location Parameters
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References listed on IDEAS
- Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2008. "Stein's phenomenon in estimation of means restricted to a polyhedral convex cone," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 141-164, January.
- 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.
- 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.
- Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
- Andrew Rukhin, 1992. "Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(2), pages 299-311, June.
- Tatsuya Kubokawa, 1994. "Double shrinkage estimation of ratio of scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 95-116, March.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-04-17 (All new papers)
- NEP-ECM-2010-04-17 (Econometrics)
- NEP-MIC-2010-04-17 (Microeconomics)
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