An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

Mohammad Jafari Jozani, Nader Nematollahi and Khalil Shafie

Statistics & Probability Letters, 2002, vol. 60, issue 4, 437-444

Abstract: A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.

Keywords: Truncated; parameter; space; Minimax; estimation; Admissibility; Exponential; family; Transformed; chi-square; distribution; Scale-invariant; squared-error; loss (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (5)

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