Admissibility of the natural estimator of the mean of a Gaussian process

DOI10.1016/0047-259X(82)90064-1zbMath0516.62016OpenAlexW2074989916MaRDI QIDQ1052763

Carl Spruill

Publication date: 1982

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(82)90064-1

zbMATH Keywords

Gaussian processminimax estimatorHilbert space valued random variableinfinite dimensional mean

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (2)

Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata ⋮ Admissibility of the natural estimator of the mean of a Gaussian process

Cites Work

• Admissibility of the natural estimator of the mean of a Gaussian process
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Admissiblity of procedures in two-dimensional location parameter problems
• On Minimax Statistical Decision Procedures and their Admissibility
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