On -Minimax Estimation with Ordered Observations Academic Article uri icon


  • [In this note we derive -minimax estimators for the location parameter of the normal and uniform models. All distributions with uniformly bounded variances and means belonging to a fixed interval form a class of priors, . We restrict ourselves to the rules which are linear combinations of order statistics. Optimal decision rules in such decision-theoretic framework are, as expected, rules linear in the minimal sufficient statistics, X and $(X_{1colon n},X_{ncolon n})$. However in the "no intercept" - class of decision rules, the optimal -minimax rule requires knowledge of all order statistics.]

published proceedings

  • Sankhy: The Indian Journal of Statistics, Series A (1961-2002)

author list (cited authors)

  • Vidakovic, B.

complete list of authors

  • Vidakovic, B

publication date

  • January 1, 1997 11:11 AM