A unified minimax result for restricted parameter spaces
| Autor: | Marchand, Éric, Strawderman, William E. |
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| Rok vydání: | 2012 |
| Předmět: | |
| Zdroj: | Bernoulli 2012, Vol. 18, No. 2, 635-643 |
| Druh dokumentu: | Working Paper |
| DOI: | 10.3150/10-BEJ336 |
| Popis: | 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. Comment: Published in at http://dx.doi.org/10.3150/10-BEJ336 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm) |
| Databáze: | arXiv |
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