A note on decision theoretic estimation of ordered parameters

George Iliopoulos

Statistics & Probability Letters, 2000, vol. 50, issue 1, 33-38

Abstract: This paper deals with decision theoretic estimation of the middle among three ordered location parameters under an arbitrary strictly convex loss function. Double-shrinkage estimators are produced which use all the available data and improve on single-shrinkage ones. The case of estimation of the middle among three ordered scale parameters with the possible existence of nuisance parameters is also discussed.

Keywords: Decision; theory; Ordered; location; and; scale; parameters; Convex; loss; function; Shrinkage; estimation (search for similar items in EconPapers)
Date: 2000
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