Displaying similar documents to “Two problems of minimax estimation”

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

Similarity:

Numerical methods for linear minimax estimation

Norbert Gaffke, Berthold Heiligers (2000)

Discussiones Mathematicae Probability and Statistics

Similarity:

We discuss two numerical approaches to linear minimax estimation in linear models under ellipsoidal parameter restrictions. The first attacks the problem directly, by minimizing the maximum risk among the estimators. The second method is based on the duality between minimax and Bayes estimation, and aims at finding a least favorable prior distribution.

Some investigations in minimax estimation theory

Stanisław Trybuła

Similarity:

1. IntroductionThough the theory of minimax estimation was originated about thirty five years ago (see [7], [8], [9], [23]), there are still many unsolved problems in this area. Several papers have been devoted to statistical games in which the set of a priori distributions of the parameter was suitably restricted ([2], [10], [13]). Recently, special attention was paid to the problem of admissibility ([24], [3], [11], [12]).This paper is devoted to the problem of determining minimax...