Admissible and Minimax Estimators of θr with Truncated Parameter Space Under Squared-Log Error Loss Function

被引：1

作者：

Mahmoudi, Eisa ^{[1
]}

机构：

[1] Yazd Univ, Coll Math, Dept Stat, Yazd 89195741, Iran

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 07期

关键词：

Admissibility; Minimaxity; Squared-log error loss; Truncated parameter space; BOUNDED SCALE PARAMETER;

D O I：

10.1080/03610926.2010.539893

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Admissible and minimax estimation of theta(r) in a subclass of the exponential family with truncated parameter space is considered under squared-log error loss function. We give a necessary and sufficient condition for minimaxity and obtain the classes of new admissible and minimax estimators.

引用

页码：1242 / 1253

页数：12

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