A class of minimax estimators of the scale parameter of the uniform distribution

Andrew L. Rukhin, Lynn Kuo and Dipak K. Dey

Statistics & Probability Letters, 1990, vol. 9, issue 4, 317-321

Abstract: Estimation of the scale parameter and powers thereof of a uniform distribution with unknown location and scale parameters is considered under scale invariant quadratic loss function. A class of minimax estimators is constructed which improve the usual minimum risk equivariant estimator. Results of numerical study of the relative improvements for the risk of a better scale estimator are reported.

Keywords: Location-scale; family; equivariant; estimator; inadmissibility; minimaxity; quadratic; loss (search for similar items in EconPapers)
Date: 1990
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