Robustness of a truncated estimator for the smaller of two ordered means

Yasuyuki Hamura () and Tatsuya Kubokawa ()
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Yasuyuki Hamura: Kyoto University
Tatsuya Kubokawa: University of Tokyo

Statistical Papers, 2023, vol. 64, issue 6, No 18, 2225-2244

Abstract: Abstract In this note, we consider the problem of estimating the smaller of two ordered means. Such problems frequently arise in applications where, for example, aggregated data are observed. In order to combine information from direct and indirect observations, we use the Stein-type truncated estimator. We show that it dominates the direct estimator for distributions with log-concave or log-convex densities.

Keywords: Conditional expectation; Dominance; Log-concave densities; Order restriction (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s00362-022-01371-3

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