Estimation of P{Y
J. Bartoszewicz (1977)
Applicationes Mathematicae
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J. Bartoszewicz (1977)
Applicationes Mathematicae
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Jelena Bulatović, Alobodanka Janjić (1979)
Publications de l'Institut Mathématique
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Beniamin Goldys (1985)
Banach Center Publications
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Stanisław Trybuła (2002)
Applicationes Mathematicae
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The problem of minimax estimation of parameters of multinomial distribution is considered for a loss function being the sum of the losses of the statisticians taking part in the estimation process.
Ingster, Yu., Suslina, I. (2005)
Zapiski Nauchnykh Seminarov POMI
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Acu, Dumitru (1996)
General Mathematics
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R. Zmyślony (1976)
Applicationes Mathematicae
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A. Styszyński (1984)
Applicationes Mathematicae
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Norbert Gaffke, Berthold Heiligers (2000)
Discussiones Mathematicae Probability and Statistics
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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.
Johnstone, Iain M. (1998)
Documenta Mathematica
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H.I. Hamdy, M. Al-Mahmeed (1990)
Metrika
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N. Mukhopadhyay, L. Kuo (1990)
Metrika
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Tabatabai, M.A. (1995)
Southwest Journal of Pure and Applied Mathematics [electronic only]
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Stanisław Trybuła
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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...
Tadeusz Rumak (1972)
Annales Polonici Mathematici
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H. Truszczyńska (1987)
Applicationes Mathematicae
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Solev, V.N., Haghighi, F. (2004)
Journal of Mathematical Sciences (New York)
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N. Mukhopadhyay, S. Chattopadhyay, S.K. Sahn (1993)
Metrika
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