Minimaxity of Pitman estimators

Hartmut Milbrodt

Journal of Multivariate Analysis, 1987, vol. 22, issue 1, 126-136

Abstract: Generalizing a result of [4], for location parameter families, it was shown by [11], that Pitman estimators are minimax for translation invariant experiments with a Euclidean parameter space. In the present paper this theorem is extended to experiments whose parameter space is homogeneous under the action of a topological group.

Keywords: Pitman; estimators; invariant; experiments; minimaxity (search for similar items in EconPapers)
Date: 1987
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