Minimax interval estimators of location parameters analogous to the Pitman point estimators are found by employing invariance in decision theory. The half normal distribution is used as an illustrative example.
@article{1176343070,
author = {Zehnwirth, Benjamin},
title = {Minimax Interval Estimators of Location Parameters},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 451-456},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343070}
}
Zehnwirth, Benjamin. Minimax Interval Estimators of Location Parameters. Ann. Statist., Tome 3 (1975) no. 1, pp. 451-456. http://gdmltest.u-ga.fr/item/1176343070/