LINEAR MINIMAX ESTIMATORS FOR ESTIMATING A FUNCTION OF THE PARAMETER |
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| Authors: | Madan L Puri Dan A Ralescu Stefan S Ralescu |
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| Institution: | Indiana University, Bloomington, University of Cincinnati, and Brown University |
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| Abstract: | In this note we provide sufficient conditions for the minimaxity of linear estimators of the form aX+b in the one-parameter exponential family for estimating a differentiable function g(θ) with normalized quadratic loss. We provide some examples which show that the natural estimator X is minimax in estimating a function of the parameter (different from the mean). |
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