Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions

Alicja Jokiel-Rokita

Applicationes Mathematicae (1998)

  • Volume: 25, Issue: 3, page 271-283
  • ISSN: 1233-7234

Abstract

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A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.

How to cite

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Jokiel-Rokita, Alicja. "Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions." Applicationes Mathematicae 25.3 (1998): 271-283. <http://eudml.org/doc/219202>.

@article{Jokiel1998,
abstract = {A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.},
author = {Jokiel-Rokita, Alicja},
journal = {Applicationes Mathematicae},
keywords = {multinomial distribution; Bayes estimation; multivariate hypergeometric distribution; minimax estimation; Bayes risk; minimax predictor},
language = {eng},
number = {3},
pages = {271-283},
title = {Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions},
url = {http://eudml.org/doc/219202},
volume = {25},
year = {1998},
}

TY - JOUR
AU - Jokiel-Rokita, Alicja
TI - Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions
JO - Applicationes Mathematicae
PY - 1998
VL - 25
IS - 3
SP - 271
EP - 283
AB - A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.
LA - eng
KW - multinomial distribution; Bayes estimation; multivariate hypergeometric distribution; minimax estimation; Bayes risk; minimax predictor
UR - http://eudml.org/doc/219202
ER -

References

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  1. J. P. Aubin (1979), Mathematical Methods of Game and Economic Theory}, North-Holland. Zbl0452.90093
  2. T. Ferguson (1967), Mathematical Statistics: A Decision Theoretic Approach, Academic Press, New York and London. Zbl0153.47602
  3. G. M. Fichtenholz (1985), Differential and Integral Calculus, PWN, Warszawa (in Polish). Zbl0900.26002
  4. V. G. Karmanov (1986), Mathematical Programming, Nauka, Moscow. Zbl0967.90089
  5. S. Trybuła (1958), Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29, 245-253. Zbl0087.14201
  6. M. Wilczyński (1985), Minimax estimation for the multinomial and multivariate distributions, Sankhyā 47, 128-132. Zbl0575.62012

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