A Minimax Chebyshev Estimator for Bounded Error Estimation
نویسندگان
چکیده
منابع مشابه
Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function....
متن کاملminimax estimator of a lower bounded parameter of a discrete distribution under a squared log error loss function
the problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including binomial negative binomial discrete weibull and etc., is considered. we give necessary and sufficient conditions for which the bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function. for s...
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Extended Abstract. The study of truncated parameter space in general is of interest for the following reasons: 1.They often occur in practice. In many cases certain parameter values can be excluded from the parameter space. Nearly all problems in practice have a truncated parameter space and it is most impossible to argue in practice that a parameter is not bounded. In truncated parameter...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2008
ISSN: 1053-587X
DOI: 10.1109/tsp.2007.908945