Restricted Parameter Space Estimation Problems Admissibility and Minimaxity Properties /

• Κύριος συγγραφέας: Eeden, Constance van (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2006.
• Σειρά: Lecture Notes in Statistics, 188
• Θέματα: 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...

Πίνακας περιεχομένων:

• 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.