A unified minimax result for restricted parameter spaces

Éric Marchand, William E. Strawderman

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

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 languageEnglish (US)
Pages (from-to)635-643
Number of pages9
JournalBernoulli
Volume18
Issue number2
DOIs
StatePublished - 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

Fingerprint

Dive into the research topics of 'A unified minimax result for restricted parameter spaces'. Together they form a unique fingerprint.

Cite this