Minimax sequential estimation for the multinomial and gamma processes
Minimax sequential estimation of parameters of random fields
Minimax theorems with applications to convex metric spaces
A minimax theorem is proved which contains a recent result of Pinelis and a version of the classical minimax theorem of Ky Fan as special cases. Some applications to the theory of convex metric spaces (farthest points, rendez-vous value) are presented.
Modelos para la asignación de tratamiento.
In this paper the problem of treatment allocation is studied from the predictive decision theoretical point of view. The utility of obtaining some final characteristics y when a treatment a is applied to a person with initial facet x is assumed to be known. The problem is then reduced to the derivation of the expected utility of a given x, by means of either prognostic or diagnostic distributions.To find prognostic distributions, regression models and appropriate partitions of the population, according...
Modified minimax quadratic estimation of variance components
The paper deals with modified minimax quadratic estimation of variance and covariance components under full ellipsoidal restrictions. Based on the, so called, linear approach to estimation variance components, i. e. considering useful local transformation of the original model, we can directly adopt the results from the linear theory. Under normality assumption we can can derive the explicit form of the estimator which is formally find to be the Kuks–Olman type estimator.
Monotonicity of Bayes estimators
Let X=(X₁,..., Xₙ) be a sample from a distribution with density f(x;θ), θ ∈ Θ ⊂ ℝ. In this article the Bayesian estimation of the parameter θ is considered. We examine whether the Bayes estimators of θ are pointwise ordered when the prior distributions are partially ordered. Various cases of loss function are studied. A lower bound for the survival function of the normal distribution is obtained.