Pitman closeness properties of point estimators and predictive densities with parametric constraints
Author
Abstract
Suggested Citation
DOI: 10.1016/j.spl.2016.04.021
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Éric Marchand & William Strawderman, 2005. "Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(1), pages 129-143, March.
- Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E. & Turcotte, Jean-Philippe, 2013. "Minimaxity in predictive density estimation with parametric constraints," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 382-397.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Matsuda, Takeru & Strawderman, William E., 2016. "Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 21-29.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tatsuya Kubokawa & Éric Marchand & William E. Strawderman, 2014. "On Predictive Density Estimation for Location Families under Integrated L 2 and L 1 Losses," CIRJE F-Series CIRJE-F-935, CIRJE, Faculty of Economics, University of Tokyo.
- Hisayuki Tsukuma & Tatsuya Kubokawa, 2015. "Minimaxity in estimation of restricted and non-restricted scale parameter matrices," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(2), pages 261-285, April.
- Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E., 2015. "On predictive density estimation for location families under integrated squared error loss," Journal of Multivariate Analysis, Elsevier, vol. 142(C), pages 57-74.
- Tatsuya Kubokawa, 2010. "Minimax Estimation of Linear Combinations of Restricted Location Parameters," CIRJE F-Series CIRJE-F-723, CIRJE, Faculty of Economics, University of Tokyo.
- Kubokawa, Tatsuya & Marchand, Éric & Strawderman, William E. & Turcotte, Jean-Philippe, 2013. "Minimaxity in predictive density estimation with parametric constraints," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 382-397.
- Tatsuya Kubokawa & Éric Marchand & William E. Strawderman & Jean-Philippe Turcotte, 2012. "Minimaxity in Predictive Density Estimation with Parametric Constraints," CIRJE F-Series CIRJE-F-843, CIRJE, Faculty of Economics, University of Tokyo.
- Jafari Jozani, Mohammad & Marchand, Éric & Parsian, Ahmad, 2006. "On estimation with weighted balanced-type loss function," Statistics & Probability Letters, Elsevier, vol. 76(8), pages 773-780, April.
- Tatsuya Kubokawa & William E. Strawderman, 2010. "Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems," CIRJE F-Series CIRJE-F-749, CIRJE, Faculty of Economics, University of Tokyo.
- Mohammad Jafari Jozani & Éric Marchand & William Strawderman, 2014. "Estimation of a non-negative location parameter with unknown scale," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(4), pages 811-832, August.
- Yasuyuki Hamura & Tatsuya Kubokawa, 2022. "Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(4), pages 515-536, May.
- Fourdrinier, Dominique & Marchand, Éric & Strawderman, William E., 2019. "On efficient prediction and predictive density estimation for normal and spherically symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 173(C), pages 18-25.
- Kucerovsky Dan & Marchand Eric & Najafabadi Amir T. Payandeh & Strawderman William E., 2009. "On the Bayesianity of maximum likelihood estimators of restricted location parameters under absolute value error loss," Statistics & Risk Modeling, De Gruyter, vol. 27(02), pages 145-168, December.
More about this item
Keywords
Point estimation; Predictive density estimation; Restricted parameters; Uniform priors; Bayes estimation; Pitman closeness;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:116:y:2016:i:c:p:101-106. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.