Minimax estimation of a lower-bounded scale parameter of an F distribution

被引：7

作者：

van Eeden, C ^{[1
]}

机构：

[1] Univ British Columbia, Dept Stat, Vancouver, BC V6T 1Z2, Canada

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 46卷 / 03期

关键词：

minimaxity; scale parameter; restricted parameter spaces; F distribution;

D O I：

10.1016/S0167-7152(99)00114-5

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：

In their paper on group-Bayes estimation of the exponential mean, van Eeden and Zidek (1994, Test 3, 125-143) consider, among many other things, the minimax estimation of a lower-rounded scale parameter of an F distribution. They leave open the question of whether the estimator which is unique minimax among the truncated linear ones is minimax among all estimators. In this note it is shown that it is. (C) 2000 Elsevier Science B.V. All rights reserved MSC: 62F30; 62C20; STMA: 04:170; 04:020.

引用

页码：283 / 286

页数：4

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