Divergence between various estimates of quantized information sources
Domingo Morales, Leandro Pardo, Igor Vajda (1996)
Kybernetika
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Domingo Morales, Leandro Pardo, Igor Vajda (1996)
Kybernetika
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Ferdinand Österreicher, Heinz Stadler (1977)
Kybernetika
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Jaroslav Hustý (1984)
Aplikace matematiky
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The problem of selecting a subset of polulations containing the population with the largest location parameter is considered. As a generalization of selection rules based on sample means and on sample medians, a rule based on -estimates of location is proposed. This rule is strongly monotone and minimax, the risk being the expected subset size, provided the underlying density has monotone likelihood ratio. The problem of fulfilling the -condition is solved explicitly only asymptotically,...