Minimax estimation of a bounded squared mean (Q1185328)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation of a bounded squared mean |
scientific article |
Statements
Minimax estimation of a bounded squared mean (English)
0 references
28 June 1992
0 references
Let \(X_ 1,X_ 2,\dots,X_ n\) be a random sample from \(N(\theta,\sigma^ 2)\) distribution, and suppose that \(|\theta|\leq\tau\) where \(\tau\) is known. The author studies the minimax estimation of \(\theta^ 2\) under squared error loss, and obtains an asymptotic expression for the minimax risk. This result has an application in nonparametric estimation of quadratic functionals.
0 references
normal mean
0 references
Gaussian white noise
0 references
normal model
0 references
unknown mean
0 references
Gaussian white noise model
0 references
hardest 1-dimensional subproblems
0 references
minimax estimation
0 references
squared error loss
0 references
asymptotic expression for the minimax risk
0 references
estimation of quadratic functionals
0 references
0 references
