Abstract
We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, such as that of estimating location or scale parameters under a lower (or upper) bound restriction, location parameter vectors restricted to a polyhedral cone, scale parameters subject to restricted ratios or products, linear combinations of restricted location parameters, location parameters bounded to an interval with unknown scale, quantiles for locationscale families with parametric restrictions and restricted covariance matrices.
Original language | English (US) |
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Pages (from-to) | 635-643 |
Number of pages | 9 |
Journal | Bernoulli |
Volume | 18 |
Issue number | 2 |
DOIs | |
State | Published - May 2012 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
Keywords
- Covariance matrices
- Linear combinations
- Location parameters
- Minimax
- Polyhedral cones
- Quantiles
- Restricted parameters
- Scale parameters