Comparisons of the Performances of Estimators of a Bounded Normal Mean Under Squared-Error Loss
This paper is concerned with the estimation under squared-error loss of a normal mean θ based on X ∼ N (θ, 1) when |θ| ≤ m for a known m > 0. Nine estimators are compared, namely the maximum likelihood estimator (mle), three dominators of the mle obtained from Moors, from Charras and from Charra...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2009-12-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/83 |