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VOL. 45 | 2004 Estimation in restricted parameter spaces: a review


In this review of estimation problems in restricted parameter spaces, we focus through a series of illustrations on a number of methods that have proven to be successful. These methods relate to the decision-theoretic aspects of admissibility and minimaxity, as well as to the determination of dominating estimators of inadmissible procedures obtained for instance from the criteria of unbiasedness, maximum likelihood, or minimum risk equivariance. Finally, we accompany the presentation of these methods with various related historical developments.


Published: 1 January 2004
First available in Project Euclid: 28 November 2007

zbMATH: 1268.62030
MathSciNet: MR2126884

Digital Object Identifier: 10.1214/lnms/1196285377

Primary: 62-02 , 62C10 , 62C15 , 62C20 , 62C99 , 62F10 , 62F30

Keywords: Admissibility , dominating procedures , maximum likelihood estimation , minimaxity , restricted parameter spaces

Rights: Copyright © 2004, Institute of Mathematical Statistics


Vol. 45 • 1 January 2004
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