A unified minimax result for restricted parameter spaces
Abstract
We provide a development that unifies, simplifies and extends considerably a number of minimax results in the restricted parameter space literature. Various applications follow, such as that of estimating location or scale parameters under a lower (or upper) bound restriction, location parameter vectors restricted to a polyhedral cone, scale parameters subject to restricted ratios or products, linear combinations of restricted location parameters, location parameters bounded to an interval with unknown scale, quantiles for location-scale families with parametric restrictions and restricted covariance matrices.
Keywords
Cite
@article{arxiv.1205.1964,
title = {A unified minimax result for restricted parameter spaces},
author = {Éric Marchand and William E. Strawderman},
journal= {arXiv preprint arXiv:1205.1964},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.3150/10-BEJ336 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)