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Minimaxity of Pitman estimators

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  • Milbrodt, Hartmut

Abstract

Generalizing a result of [4], for location parameter families, it was shown by [11], that Pitman estimators are minimax for translation invariant experiments with a Euclidean parameter space. In the present paper this theorem is extended to experiments whose parameter space is homogeneous under the action of a topological group.

Suggested Citation

  • Milbrodt, Hartmut, 1987. "Minimaxity of Pitman estimators," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 126-136, June.
  • Handle: RePEc:eee:jmvana:v:22:y:1987:i:1:p:126-136
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