Minimax estimation of multivariate normalmean under balanced loss function 1

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....

Estimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function

We consider the problem of estimating the scale parameter &beta of a rescaled F-distribution when &beta has a lower bounded constraint of the form &beta&gea, under the entropy loss function. An admissible minimax estimator of the scale parameter &beta, which is the pointwise limit of a sequence of Bayes estimators, is given. Also in the class of truncated linear estimators, the admissible estim...

Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions

This paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that the results of Podder et al. [4] for Pareto distribution are a special case of our results for th...

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

Truncated Linear Minimax Estimator of a Power of the Scale Parameter in a Lower- Bounded Parameter Space

 Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...