IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v60y2002i4p437-444.html
   My bibliography  Save this article

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

Author

Listed:
  • Jozani, Mohammad Jafari
  • Nematollahi, Nader
  • Shafie, Khalil

Abstract

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.

Suggested Citation

  • Jozani, Mohammad Jafari & Nematollahi, Nader & Shafie, Khalil, 2002. "An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss," Statistics & Probability Letters, Elsevier, vol. 60(4), pages 437-444, December.
    • Handle: RePEc:eee:stapro:v:60:y:2002:i:4:p:437-444
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00316-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. van Eeden, Constance, 2000. "Minimax estimation of a lower-bounded scale parameter of an F distribution," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 283-286, February.
    2. Constance Eeden & James Zidek, 1994. "Group-Bayes estimation of the exponential mean: A preposterior analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(2), pages 247-247, December.
    3. Berry J. Calvin, 1993. "Minimax Estimation Of A Restricted Exponential Location Parameter," Statistics & Risk Modeling, De Gruyter, vol. 11(4), pages 307-316, April.
    4. Constance Eeden & James Zidek, 1994. "Group-Bayes estimation of the exponential mean: a preposterior analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 3(1), pages 125-143, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rufo, M.J. & Martín, J. & Pérez, C.J., 2014. "Adversarial life testing: A Bayesian negotiation model," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 118-125.
    2. Rufo, M.J. & Martín, J. & Pérez, C.J., 2016. "A Bayesian negotiation model for quality and price in a multi-consumer context," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 132-141.
    3. Leila Golparver & Ali Karimnezhad & Ahmad Parsian, 2013. "Optimal rules and robust Bayes estimation of a Gamma scale parameter," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(5), pages 595-622, July.
    4. 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.
    5. Alicja Jokiel-Rokita, 2011. "Bayes sequential estimation for a particular exponential family of distributions under LINEX loss," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(2), pages 211-219, September.

    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.
    1. van Eeden, Constance, 2000. "Minimax estimation of a lower-bounded scale parameter of an F distribution," Statistics & Probability Letters, Elsevier, vol. 46(3), pages 283-286, February.

    Corrections

    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:60:y:2002:i:4:p:437-444. 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.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.