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

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	Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted
	Wan, ATK ; Zou, GH ; Lee, AH
	2000-10-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	50 期号:1 页码:23-32
摘要	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. (C) 2000 Elsevier Science B.V. All rights reserved.
关键词	minimax estimator Gamma-minimax estimator LINEX loss function restricted parameter space least favorable prior Poisson distribution
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000089381700003
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15332
专题	中国科学院数学与系统科学研究院
作者单位	1.City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China 2.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China 3.Curtin Univ Technol, Dept Epidemiol & Biostat, Perth, WA 6845, Australia
推荐引用方式 GB/T 7714	Wan, ATK,Zou, GH,Lee, AH. Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted[J]. STATISTICS & PROBABILITY LETTERS,2000,50(1):23-32.
APA	Wan, ATK,Zou, GH,&Lee, AH.(2000).Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted.STATISTICS & PROBABILITY LETTERS,50(1),23-32.
MLA	Wan, ATK,et al."Minimax and Gamma-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted".STATISTICS & PROBABILITY LETTERS 50.1(2000):23-32.