Gamma minimax nonparametric estimation

Maciej Wilczyński

Applicationes Mathematicae (2003)

  • Volume: 30, Issue: 1, page 1-10
  • ISSN: 1233-7234

Abstract

top
Let Y be a random vector taking its values in a measurable space and let z be a vector-valued function defined on that space. We consider gamma minimax estimation of the unknown expected value p of the random vector z(Y). We assume a weighted squared error loss function.

How to cite

top

Maciej Wilczyński. "Gamma minimax nonparametric estimation." Applicationes Mathematicae 30.1 (2003): 1-10. <http://eudml.org/doc/279471>.

@article{MaciejWilczyński2003,
abstract = {Let Y be a random vector taking its values in a measurable space and let z be a vector-valued function defined on that space. We consider gamma minimax estimation of the unknown expected value p of the random vector z(Y). We assume a weighted squared error loss function.},
author = {Maciej Wilczyński},
journal = {Applicationes Mathematicae},
keywords = {gamma minimax estimation; Dirichlet process},
language = {eng},
number = {1},
pages = {1-10},
title = {Gamma minimax nonparametric estimation},
url = {http://eudml.org/doc/279471},
volume = {30},
year = {2003},
}

TY - JOUR
AU - Maciej Wilczyński
TI - Gamma minimax nonparametric estimation
JO - Applicationes Mathematicae
PY - 2003
VL - 30
IS - 1
SP - 1
EP - 10
AB - Let Y be a random vector taking its values in a measurable space and let z be a vector-valued function defined on that space. We consider gamma minimax estimation of the unknown expected value p of the random vector z(Y). We assume a weighted squared error loss function.
LA - eng
KW - gamma minimax estimation; Dirichlet process
UR - http://eudml.org/doc/279471
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.