Pitman closeness properties of point estimators and predictive densities with parametric constraints

被引：1

作者：

Matsuda, Takeru ^{[1
]}

Strawderman, William E. ^{[2
]}

机构：

[1] Univ Tokyo, Grad Sch Informat Sci & Technol, Tokyo, Japan

[2] Rutgers State Univ, Dept Stat & Biostat, New Brunswick, NJ USA

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 116卷

关键词：

Point estimation; Predictive density estimation; Restricted parameters; Uniform priors; Bayes estimation; Pitman closeness; CRITERION; NEARNESS; LOCATION;

D O I：

10.1016/j.spl.2016.04.021

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We contrast Pitman closeness and risk evaluations for Bayes procedures in point estimation and predictive density estimation problems when the mean of the underlying normal distribution is restricted to be nonnegative. Interesting reversals in preferences arise. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：101 / 106

页数：6

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