Minimax estimation of a constrained Poisson vector

DOI10.1214/AOS/1176348658MaRDI QIDQ1193353zbMATH OpenOpenAlexFDO

Authors Iain M. Johnstone, Brenda Macgibbon

Publication date 27 September 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348658

zbMATH Keywords

a priori informationapproximationsBayes risk lower boundsbounded domainFisher informationGaussian vectorhardest rectangular subproblemhyperrectangleisoperimetric inequalitiesLaplace operatorlinear estimatorsloss estimationmean vectorminimax linear riskminimax riskpolydisc transformprecision of estimationprincipal eigenvaluerectangulary convexsecond-order minimaxsimplexvector of Poisson variates

Mathematics Subject Classification ID

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

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