Estimation of a non-negative location parameter with unknown scale
Estimation of a non-negative location parameter with unknown scale
For a vast array of general spherically symmetric location-scale models with a residual vector, we consider estimating the (univariate) location parameter when it is lower bounded. We provide conditions for estimators to dominate the benchmark minimax MRE estimator, and thus be minimax under scale invariant loss. These minimax estimators include …