Abstract
Minimax interval estimators of location parameters analogous to the Pitman point estimators are found by employing invariance in decision theory. The half normal distribution is used as an illustrative example.
Citation
Benjamin Zehnwirth. "Minimax Interval Estimators of Location Parameters." Ann. Statist. 3 (2) 451 - 456, March, 1975. https://doi.org/10.1214/aos/1176343070
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