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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.

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