Displaying similar documents to “Gamma minimax nonparametric estimation”

Numerical methods for linear minimax estimation

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.

On One Estimation Problem

Jelena Bulatović, Alobodanka Janjić (1979)

Publications de l'Institut Mathématique

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Γ-minimax sequential estimation for Markov-additive processes

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...

A model for proportions with medical applications

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.

Some investigations in minimax estimation theory

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...