MINIMAXITY IN ESTIMATION OF RESTRICTED PARAMETERS

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概要

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• This paper is concerned with estimation of the restricted parameters in location and/or scale families from a decision-theoretic point of view. A simple method is provided to show the minimaxity of the best equivariant and unrestricted estimators. This is based on a modification of the known method of Girshick and Savage (1951) and can be applied to more complicated cases of restriction in the location-scale family. Classes of minimax estimators are also constructed by using the IERD method of Kubokawa (1994a, b) : Especially, the paper succeeds in constructing such a class for estimating a restricted mean in a normal distribution with an unknown variance.

• 一般社団法人日本統計学会の論文

著者

• Kubokawa Tatsuya

  Faculty Of Economics University Of Tokyo

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• MINIMAXITY IN ESTIMATION OF RESTRICTED PARAMETERS
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• INTEGRAL INEQUALITY FOR MINIMAXITY IN THE STEIN PROBLEM
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