首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions
Authors:Yogesh Mani Tripathi  Somesh Kumar
Institution:1. Department of Mathematics, Indian Institute of Technology Patna, Bihta, India;2. Department of Mathematics, Indian Institute of Technology, Kharagpur, India
Abstract:This article is concerned with the minimax estimation of a scale parameter under the quadratic loss function where the family of densities is location-scale type. We obtain results for the case when the scale parameter is bounded below by a known constant. Implications for the estimation of a lower-bounded scale parameter of an exponential distribution are presented under unknown location. Furthermore, classes of improved minimax estimators are derived for the restricted parameter using the Integral Expression for Risk Difference (IERD) approach of Kubokawa (1994 Kubokawa, T. (1994). A unified approach to improving equivariant estimators. Ann. Stat. 22:290299.Crossref], Web of Science ®] Google Scholar]). These classes are shown to include some existing estimators from literature.
Keywords:Generalized Bayes estimator  IERD method  Minimaxity  
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号