Minimax prediction of the difference of multinomial random variables

S. Trybuła

Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Displaying similar documents to “Minimax prediction of the difference of multinomial random variables”

Some problems of prediction of the difference of random variables

S. Trybuła (1991)

Applicationes Mathematicae

Similarity:

Systematic estimation and prediction for processes with bounded sum

S. Trybuła (1991)

Applicationes Mathematicae

Similarity:

Minimax mutual prediction of multinomial random variables

Stanisław Trybuła (2003)

Applicationes Mathematicae

Similarity:

The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.