Minimax estimators for the lower-bounded scale parameter of a location-scale family of distributions

Yogesh Mani Tripathi, Somesh Kumar and C. Petropoulos

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 18, 9185-9193

Abstract: This article is concerned with the minimax estimation of a scale parameter under the quadratic loss function where the family of densities is location-scale type. We obtain results for the case when the scale parameter is bounded below by a known constant. Implications for the estimation of a lower-bounded scale parameter of an exponential distribution are presented under unknown location. Furthermore, classes of improved minimax estimators are derived for the restricted parameter using the Integral Expression for Risk Difference (IERD) approach of Kubokawa (1994). These classes are shown to include some existing estimators from literature.

Date: 2017
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DOI: 10.1080/03610926.2016.1205611

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