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

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Original languageEnglish
Pages (from-to)23-32
Journal / PublicationStatistics and Probability Letters
Issue number1
Publication statusPublished - 15 Oct 2000


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.

Research Area(s)

  • 62C20, Least favorable prior, LINEX loss function, Minimax estimator* Γ -minimax estimator, Poisson distribution, Restricted parameter space