Admissible Minimax Estimation of a Common Mean of Two Normal Populations
Kubokawa, Tatsuya
Ann. Statist., Tome 15 (1987) no. 1, p. 1245-1256 / Harvested from Project Euclid
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Consider the problem of estimating the common mean $\mu$ of two normal populations with unknown variances $\sigma^2_1$ and $\sigma^2_2$ under the quadratic loss $(\hat{\mu} - \mu)^2/\sigma^2_1$. A family of minimax estimators with smaller risk than the sample mean in the first population is given, out of which admissible minimax estimators are developed. A class of better estimators of $\mu$ under squared-error loss, which is wider than found by Bhattacharya, is obtained.
Publié le : 1987-09-14
Classification:  Common mean,  admissible minimax estimator,  unbiased estimator,  62F10,  62C15 
@article{1176350503,
     author = {Kubokawa, Tatsuya},
     title = {Admissible Minimax Estimation of a Common Mean of Two Normal Populations},
     journal = {Ann. Statist.},
     volume = {15},
     number = {1},
     year = {1987},
     pages = { 1245-1256},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350503}
}

Kubokawa, Tatsuya. Admissible Minimax Estimation of a Common Mean of Two Normal Populations. Ann. Statist., Tome 15 (1987) no. 1, pp.  1245-1256. http://gdmltest.u-ga.fr/item/1176350503/