Geodesic
Two-point priors and minimax estimation of a bounded parameter under convex loss
Agata Boratyńska1
1 Institute of Econometrics Warsaw School of Economics Al. Niepodleg/lości 162 02-554 Warszawa, Poland
Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 145-153 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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The problem of minimax estimation of a parameter ${\theta }$ when ${\theta }$ is restricted to a finite interval $[{\theta }_0,{\theta }_0+m]$ is studied. The case of a convex loss function is considered. Sufficient conditions for existence of a minimax estimator which is a Bayes estimator with respect to a prior concentrated in two points ${\theta }_0$ and ${\theta }_0+m$ are obtained. An example is presented.
DOI : 10.4064/am32-2-3
Keywords: problem minimax estimation parameter theta theta restricted finite interval theta theta studied convex loss function considered sufficient conditions existence minimax estimator which bayes estimator respect prior concentrated points theta theta obtained example presented

Agata Boratyńska 1

1 Institute of Econometrics Warsaw School of Economics Al. Niepodleg/lości 162 02-554 Warszawa, Poland 
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Agata Boratyńska. Two-point priors and minimax estimation
 of a bounded parameter under convex loss. Applicationes Mathematicae, Tome 32 (2005) no. 2, pp. 145-153. doi: 10.4064/am32-2-3

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