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Restricted Parameter Space Estimation Problems Admissibility and Minimaxity Properties /
This monograph contains a critical review of 50 years of results on questions of admissibility and minimaxity of estimators of parameters that are restricted to closed convex subsets of Rk . It presents results of approximately 300 mostly-published papers on the subject, and points out relationships...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2006.
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| Edición: | 1st ed. 2006. |
| Colección: | Lecture Notes in Statistics,
188 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction: Some history and some examples
- A statement of the problem, the notation and some definitions
- (In)admissibility and dominators
- Minimax estimators and their admissibility
- Presence of nuisance parameters
- The linear model
- Other properties
- Existence of MLEs and algorithms to compute them.