Restricted Parameter Space Estimation Problems Admissibility and Minimaxity Properties /

• Main Author: Eeden, Constance van (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Lecture Notes in Statistics, 188
• Subjects: Statistics.; Statistical Theory and Methods.

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...

Table of Contents:

• 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.