CSpace
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
Source PublicationSTATISTICS & PROBABILITY LETTERS
ISSN0167-7152
Volume50Issue:1Pages:23-32
AbstractThis 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.
Keywordminimax estimator Gamma-minimax estimator LINEX loss function restricted parameter space least favorable prior Poisson distribution
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000089381700003
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:7[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15332
Collection中国科学院数学与系统科学研究院
Affiliation1.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
Recommended Citation
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.
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