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Linear Estimation of Location and Scale Parameters Using Partial Maxima
Partial Maxima BLUEs Location-scale family Partial Maxima Spacings
2010/12/1
Consider an i.i.d. sample X∗ 1 ,X∗ 2 , . . . ,X∗ n from a location-scale family.
Estimation of Bounded Location and Scale Parameters
Bayes estimator bounded mean decision theory improved estimator location family minimaxity monotone likelihood ratio Pitman estimator restricted parameter scale family symmetric density uniform prior
2009/3/9
This paper addresses the issue of deriving estimators improving on the best location equivariant (or Pitman) estimator under the squared error loss when a location parameter is restricted to a bounded...