Article ID Journal Published Year Pages File Type
1154288 Statistics & Probability Letters 2016 6 Pages PDF
Abstract

We contrast Pitman closeness and risk evaluations for Bayes procedures in point estimation and predictive density estimation problems when the mean of the underlying normal distribution is restricted to be nonnegative. Interesting reversals in preferences arise.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Pitman closeness properties of point estimators and predictive densities with parametric constraints
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