Pitman closeness properties of point estimators and predictive densities with parametric constraints

Takeru Matsuda and William E. Strawderman

Statistics & Probability Letters, 2016, vol. 116, issue C, 101-106

Abstract: We contrast Pitman closeness and risk evaluations for Bayes procedures in point estimation and predictive density estimation problems when the mean of the underlying normal distribution is restricted to be nonnegative. Interesting reversals in preferences arise.

Keywords: Point estimation; Predictive density estimation; Restricted parameters; Uniform priors; Bayes estimation; Pitman closeness (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.04.021

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