Minimax estimation of a bounded squared mean
From MaRDI portal
Publication:1185328
DOI10.1016/0167-7152(92)90111-HzbMath0751.62002OpenAlexW2022059519MaRDI QIDQ1185328
Publication date: 28 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(92)90111-h
Gaussian white noisesquared error lossminimax estimationGaussian white noise modelnormal modelnormal meanunknown meanasymptotic expression for the minimax riskestimation of quadratic functionalshardest 1-dimensional subproblems
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Minimax quadratic estimation of a quadratic functional
- On the estimation of quadratic functionals
- Minimax risk over hyperrectangles, and implications
- On the estimation of a restricted normal mean
- Estimating a bounded normal mean
- Minimax estimation of the mean of a normal distribution when the parameter space is restricted
- Geometrizing rates of convergence. III
- On Asymptotic Minimax Estimates of the Second Order