Bernoulli

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  • Volume 18, Number 2 (2012), 635-643.

A unified minimax result for restricted parameter spaces

Éric Marchand and William E. Strawderman

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Abstract

We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, such as that of estimating location or scale parameters under a lower (or upper) bound restriction, location parameter vectors restricted to a polyhedral cone, scale parameters subject to restricted ratios or products, linear combinations of restricted location parameters, location parameters bounded to an interval with unknown scale, quantiles for location-scale families with parametric restrictions and restricted covariance matrices.

Article information

Source
Bernoulli, Volume 18, Number 2 (2012), 635-643.

Dates
First available in Project Euclid: 16 April 2012

Permanent link to this document
https://projecteuclid.org/euclid.bj/1334580727

Digital Object Identifier
doi:10.3150/10-BEJ336

Mathematical Reviews number (MathSciNet)
MR2922464

Zentralblatt MATH identifier
1251.49024

Keywords
covariance matrices linear combinations location parameters minimax polyhedral cones quantiles restricted parameters scale parameters

Citation

Marchand, Éric; Strawderman, William E. A unified minimax result for restricted parameter spaces. Bernoulli 18 (2012), no. 2, 635--643. doi:10.3150/10-BEJ336. https://projecteuclid.org/euclid.bj/1334580727


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