Two problems of minimax estimation
S. Trybuła (1974)
Applicationes Mathematicae
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S. Trybuła (1974)
Applicationes Mathematicae
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S. Trybuła (1987)
Applicationes Mathematicae
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R. Zmyślony (1973)
Applicationes Mathematicae
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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.
S. Trybuła (1991)
Applicationes Mathematicae
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Beniamin Goldys (1985)
Banach Center Publications
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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.
J. Bartoszewicz (1977)
Applicationes Mathematicae
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Jelena Bulatović, Alobodanka Janjić (1979)
Publications de l'Institut Mathématique
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Tabatabai, M.A. (1995)
Southwest Journal of Pure and Applied Mathematics [electronic only]
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Ryszard Magiera (2001)
Applicationes Mathematicae
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The problem of estimating unknown parameters of Markov-additive processes from data observed up to a random stopping time is considered. To the problem of estimation, the intermediate approach between the Bayes and the minimax principle is applied in which it is assumed that a vague prior information on the distribution of the unknown parameters is available. The loss in estimating is assumed to consist of the error of estimation (defined by a weighted squared loss function) as well...
Paul Chiou, Chien-Pai Eon (1996)
Metrika
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M. Kałuszka (1988)
Applicationes Mathematicae
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Saralees Nadarajah (2007)
Applicationes Mathematicae
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Data that are proportions arise most frequently in biomedical research. In this paper, the exact distributions of R = X + Y and W = X/(X+Y) and the corresponding moment properties are derived when X and Y are proportions and arise from the most flexible bivariate beta distribution known to date. The associated estimation procedures are developed. Finally, two medical data sets are used to illustrate possible applications.
A. Styszyński (1984)
Applicationes Mathematicae
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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...
Shayle R. Searle (1995)
Metrika
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J. Lehn, L. Chen, J. Eichenauer-Herrmann (1990)
Metrika
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