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arXiv · 1205.1964

A unified minimax result for restricted parameter spaces

Éric Marchand·William E. Strawderman
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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.

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Éric Marchand, William E. Strawderman. 2012-05-09. A unified minimax result for restricted parameter spaces. https://doi.org/10.3150/10-bej336

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