Minimax estimators for a bounded location parameter |
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Authors: | J. Eichenauer-Herrmann K. Ickstadt |
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Affiliation: | 1. Fachbereich Mathematik, Technische Hochschule Darmstadt, Schlo?gartenstr. 7, D-6100, Darmstadt, FRG
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Abstract: | Summary Recently, Bischoff and Fieger (1992) considered the classical problem of estimating a bounded normal mean when the loss is thep-th power of the error. They proved that forp>-2 a two point prior is least favourable in case the parameter interval is small enough. In the present paper it is shown that this result remains valid forp>1. Moreover, the normal family is generalized to location parameter families. Finally, it is proved that no two point prior is least favourable for absolute error loss, i.e., forp=1. |
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