Minimax estimation of a restricted exponential location parameter. (English) Zbl 0792.62006

Berry, J. Calvin

Stat. Decis. 11, No. 4, 307-316 (1993).

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.

MSC:

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

Keywords:

generalized Bayes; least favorable prior; admissible, bounded parameter; exponential location model; admissible minimax estimators