zbMATH — the first resource for mathematics

Minimax estimation of a restricted exponential location parameter. (English) Zbl 0792.62006
Summary: The problem of estimating a restricted parameter has received much attention. Most of this attention has been concerned with exponential family models and location parameter models. In this paper a specific model where the sample space depends on the restricted parameter, the exponential location model, is considered. Subject to either one-sided or two-sided restrictions on the parameter, admissible minimax estimators are provided and compared with competing estimators.

62C20 Minimax procedures in statistical decision theory
62F10 Point estimation
62F30 Parametric inference under constraints