Admissible and minimax estimation for the multinomial distribution and for k independent binomial distributions

DOI10.1214/aos/1176344613zbMath0407.62005OpenAlexW2088403268MaRDI QIDQ1258141

Milton Sobel, Ingram Olkin

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aos/1176344613

zbMATH Keywords

Loss FunctionMultinomial DistributionMinimax EstimationAdmissible EstimatorsDivergence TheoremIndependent Binomial DistributionsMultivariate Cramer-Rao Inequality

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Estimating probability of occurrence of the most likely multinomial event ⋮ An empirical bayes estimate of multinomial probabilities ⋮ Optimal Estimation of Wasserstein Distance on a Tree With an Application to Microbiome Studies ⋮ Minimax estimation of a bivariate cumulative distribution function ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ On the optimum properties of sequential estimation procedures in the multinomial sampling plans ⋮ Maximum Likelihood Set for Estimating a Probability Mass Function ⋮ Parametrizations and reference priors for multinomial decomposable graphical models

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