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.
内容記述
Journal of the Japan Statistical Society, vol.34, 2004. 掲載予定.
雑誌名
Discussion paper series. CIRJE-F
巻
2004-CF-270
発行年
2004-03
書誌レコードID
AA11450569
フォーマット
application/pdf
日本十進分類法
330
出版者
日本経済国際共同センター
出版者別名
Center for International Research on the Japanese Economy
アイテムへのリンクの際はタイトル右肩にある「Permalink」をご利用ください！
Please use "Permalink" at the top right of the title when linking to items!
Minimaxity in Estimation of Restricted Parameters
