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タイトル: Minimaxity in Estimation of Restricted Parameters
著者: Kubokawa, Tatsuya
発行日: 2004年3月
出版者: 日本経済国際共同センター
抄録: 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.
URI: http://hdl.handle.net/2261/2546
その他の識別子: 2004-CF-270
出現カテゴリ:Discussion Paper F series (in English)
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