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Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

This paper considers the problems of minimax and [Gamma]-minimax estimation under the LINEX loss function when the parameter space is restricted. A general property of the risk of the Bayes estimator with respect to the two-point prior is presented. Minimax and [Gamma]-minimax estimators of the parameter of the Poisson distribution are obtained when the parameter of interest is known to lie in a small parameter space.
Year of publication:
2000
Authors: Wan, Alan T. K. ; Zou, Guohua ; Lee, Andy H.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 50.2000, 1, p. 23-32
Publisher: Elsevier
Keywords: Minimax estimator [Gamma]-minimax estimator LINEX loss function Restricted parameter space Least favorable prior Poisson distribution
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10005222977
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