Minimax and Γ -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 23-32 |
| Journal / Publication | Statistics and Probability Letters |
| Volume | 50 |
| Issue number | 1 |
| Publication status | Published - 15 Oct 2000 |
Link(s)
Abstract
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
Citation Format(s)
Minimax and Γ -minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted. / Wan, Alan T.K.; Zou, Guohua; Lee, Andy H.
In: Statistics and Probability Letters, Vol. 50, No. 1, 15.10.2000, p. 23-32.Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
