A unified minimax result for restricted parameter spaces

DOI10.3150/10-BEJ336zbMath1251.49024arXiv1205.1964OpenAlexW2045846608MaRDI QIDQ418243

Éric Marchand, William E. Strawderman

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1964

zbMATH Keywords

minimaxscale parametersquantilespolyhedral coneslinear combinationscovariance matricesrestricted parameterslocation parameters

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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