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Minimax estimation of a restricted mean for a one-parameter exponential family
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-05-01 , DOI: 10.1016/j.jspi.2020.10.001
Éric Marchand , Fanny Rancourt , William E. Strawderman

Abstract For one-parameter exponential families, we provide a unified minimax result for estimating the mean under weighted squared error losses in presence of a lower-bound restriction. The finding recovers cases for which the result is known, as well as others which are new such as for a negative binomial model. We also study a related self-minimaxity property, obtaining several non-minimax results. Finally, for discrete models such as Poisson and negative binomial, we obtain classes of minimax estimators of a lower-bound restriction on the mean, which include range preserving solutions.

中文翻译:

单参数指数族受限均值的极小极大估计

摘要 对于单参数指数族,我们提供了一个统一的极小极大结果,用于在存在下限限制的情况下估计加权平方误差损失下的均值。该发现恢复了结果已知的案例,以及其他新案例,例如负二项式模型。我们还研究了一个相关的自极小属性,获得了几个非极小极大的结果。最后,对于泊松和负二项式等离散模型,我们获得了均值下界限制的极小极大估计量类,其中包括范围保持解。
更新日期:2021-05-01
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