Bernoulli
- Bernoulli
- Volume 18, Number 2 (2012), 635-643.
A unified minimax result for restricted parameter spaces
Éric Marchand and William E. Strawderman
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