TY - JOUR
T1 - Minimax and Γ -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
AU - Wan, Alan T.K.
AU - Zou, Guohua
AU - Lee, Andy H.
PY - 2000/10/15
Y1 - 2000/10/15
N2 - This paper considers the problems of minimax and Γ-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 Γ-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. © 2000 Elsevier Science B.V.
AB - This paper considers the problems of minimax and Γ-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 Γ-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. © 2000 Elsevier Science B.V.
KW - 62C20
KW - Least favorable prior
KW - LINEX loss function
KW - Minimax estimator Γ -minimax estimator
KW - Poisson distribution
KW - Restricted parameter space
UR - http://www.scopus.com/inward/record.url?scp=0041777663&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0041777663&origin=recordpage
U2 - 10.1016/s0167-7152(00)00077-8
DO - 10.1016/s0167-7152(00)00077-8
M3 - RGC 21 - Publication in refereed journal
SN - 0167-7152
VL - 50
SP - 23
EP - 32
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 1
ER -