Admissible and Minimax Integer-Valued Estimators of an Inter-Valued Parameter
Robson, D. S.
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 801-812 / Harvested from Project Euclid
The decision problem considered here is that of deciding which element of a finite parametric family of probability distributions $p(x, \mu)$ represents the true distribution of the statistic $X$. It is assumed that $p(x, \mu)$ satisfies certain regularity conditions which essentially require that the parameter $\mu$ be integer-valued with known bounds and that $p(x, \mu_1)/p(x, \mu_0)$ be an increasing function of $x$ whenever $\mu_0 < \mu_1$. Complete classes are characterized for various loss functions $W(\mu, \alpha)$ which are convex functions of the decision $\alpha$ for each fixed value of $\mu$. Minimax procedures are considered for the case $W(\mu, \alpha) = |\alpha - \mu|^k$.
Publié le : 1958-09-14
Classification: 
@article{1177706537,
     author = {Robson, D. S.},
     title = {Admissible and Minimax Integer-Valued Estimators of an Inter-Valued Parameter},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 801-812},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706537}
}
Robson, D. S. Admissible and Minimax Integer-Valued Estimators of an Inter-Valued Parameter. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  801-812. http://gdmltest.u-ga.fr/item/1177706537/