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Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval

Marchand, Éric; Strawderman, William - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 129-143

Persistent link: https://www.econbiz.de/10005395533

Necessary conditions for dominating the James-Stein estimator

Maruyama, Yuzo; Strawderman, William - In: Annals of the Institute of Statistical Mathematics 57 (2005) 1, pp. 157-165

Persistent link: https://www.econbiz.de/10005395718

On Bayes and unbiased estimators of loss

Fourdrinier, Dominique; Strawderman, William - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 803-816

Persistent link: https://www.econbiz.de/10005395762

Estimation of a non-negative location parameter with unknown scale

Jozani, Mohammad Jafari; Marchand, Éric; Strawderman, … - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 811-832

For a vast array of general spherically symmetric location-scale models with a residual vector, we consider estimating the (univariate) location parameter when it is lower bounded. We provide conditions for estimators to dominate the benchmark minimax MRE estimator, and thus be minimax under...

Persistent link: https://www.econbiz.de/10011000078

Estimation of a Location Parameter with Restrictions or “vague information” for Spherically Symmetric Distributions

Fourdrinier, Dominique; Strawderman, William; Wells, Martin - In: Annals of the Institute of Statistical Mathematics 58 (2006) 1, pp. 73-92

Persistent link: https://www.econbiz.de/10005616275