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Minimax estimation of a bounded parameter under some bounded loss functions. (English) Zbl 1051.62011

Summary: Estimation of a bounded location parameter under a reflected normal loss function, and also estimation of a bounded scale parameter under a reflected gamma loss function is studied. The minimax estimators for these parameters, when the parameter interval is small, are determined.

MSC:

62C20 Minimax procedures in statistical decision theory
62F15 Bayesian inference
62C10 Bayesian problems; characterization of Bayes procedures
62F10 Point estimation
62F30 Parametric inference under constraints
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