This article is concerned with the minimax estimation of a scale parameter under the quadratic loss function where the family of densities is location-scale type. We obtain results for the case when the scale parameter is bounded below by a known constant. Implications for the estimation of a lower-bounded scale parameter of an exponential distribution are presented under unknown location. Furthermore, classes of improved minimax estimators are derived for the restricted parameter using the Integral Expression for Risk Difference (IERD) approach of Kubokawa (1994). These classes are shown to include some existing estimators from literature.
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Shanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R ChinaShanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R China
Liu, Guanfu
Li, Pengfei
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Univ Waterloo, Dept Stat & Actuarial Sci, Waterloo, ON N2L 3G1, CanadaShanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R China
Li, Pengfei
Liu, Yukun
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East China Normal Univ, Sch Stat, Shanghai 200241, Peoples R ChinaShanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R China
Liu, Yukun
Pu, Xiaolong
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East China Normal Univ, Sch Stat, Shanghai 200241, Peoples R ChinaShanghai Univ Int Business & Econ, Sch Stat & Informat, Shanghai 201620, Peoples R China
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Univ Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South AfricaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Hazra, Nil Kamal
Kuiti, Mithu Rani
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IIMC, Dept Operat Management, Diamond Harbour Rd, Kolkata 700104, IndiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Kuiti, Mithu Rani
Finkelstein, Maxim
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Univ Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
ITMO Univ, St Petersburg, RussiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Finkelstein, Maxim
Nanda, Asok K.
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Indian Inst Sci Educ & Res IISER Kolkata, Dept Math & Stat, Mohanpur 741246, IndiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
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Univ Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South AfricaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Hazra, Nil Kamal
Kuiti, Mithu Rani
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Indian Inst Management Calcutta, Dept Operat Management, Diamond Harbour Rd, Kolkata 700104, IndiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Kuiti, Mithu Rani
Finkelstein, Maxim
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h-index: 0
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Univ Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
ITMO Univ, St Petersburg, RussiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa
Finkelstein, Maxim
Nanda, Asok K.
论文数: 0引用数: 0
h-index: 0
机构:
Indian Inst Sci Educ & Res IISER Kolkata, Dept Math & Stat, Mohanpur 741246, IndiaUniv Free State, Dept Math Stat & Actuarial Sci, ZA-9300 Bloemfontein, South Africa