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May 2012 A unified minimax result for restricted parameter spaces
Éric Marchand, William E. Strawderman
Bernoulli 18(2): 635-643 (May 2012). DOI: 10.3150/10-BEJ336

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.

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Éric Marchand. William E. Strawderman. "A unified minimax result for restricted parameter spaces." Bernoulli 18 (2) 635 - 643, May 2012. https://doi.org/10.3150/10-BEJ336

Information

Published: May 2012
First available in Project Euclid: 16 April 2012

zbMATH: 1251.49024
MathSciNet: MR2922464
Digital Object Identifier: 10.3150/10-BEJ336

Rights: Copyright © 2012 Bernoulli Society for Mathematical Statistics and Probability

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Vol.18 • No. 2 • May 2012
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