Two-point priors and minimax estimation of a bounded parameter under convex loss

Agata Boratyńska. "Two-point priors and minimax estimation of a bounded parameter under convex loss." Applicationes Mathematicae 32.2 (2005): 145-153. <http://eudml.org/doc/279608>.

@article{AgataBoratyńska2005,
abstract = {The problem of minimax estimation of a parameter θ when θ is restricted to a finite interval [θ₀,θ₀+m] is studied. The case of a convex loss function is considered. Sufficient conditions for existence of a minimax estimator which is a Bayes estimator with respect to a prior concentrated in two points θ₀ and θ₀+m are obtained. An example is presented.},
author = {Agata Boratyńska},
journal = {Applicationes Mathematicae},
keywords = {Bayes estimators; minimax estimator; bounded parameter; uniform distribution},
language = {eng},
number = {2},
pages = {145-153},
title = {Two-point priors and minimax estimation of a bounded parameter under convex loss},
url = {http://eudml.org/doc/279608},
volume = {32},
year = {2005},
}

TY - JOUR
AU - Agata Boratyńska
TI - Two-point priors and minimax estimation of a bounded parameter under convex loss
JO - Applicationes Mathematicae
PY - 2005
VL - 32
IS - 2
SP - 145
EP - 153
AB - The problem of minimax estimation of a parameter θ when θ is restricted to a finite interval [θ₀,θ₀+m] is studied. The case of a convex loss function is considered. Sufficient conditions for existence of a minimax estimator which is a Bayes estimator with respect to a prior concentrated in two points θ₀ and θ₀+m are obtained. An example is presented.
LA - eng
KW - Bayes estimators; minimax estimator; bounded parameter; uniform distribution
UR - http://eudml.org/doc/279608
ER -