Minimax estimation of common variance in normal distributions when the mean vector is known to lie in an ellipsoid

DOI10.32917/HMJ/1206125155zbMATH Open0931.62008OpenAlexW1520560078MaRDI QIDQ1293783FDOQ1293783

Teruo Fujioka

Publication date: 21 February 2000

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/hmj/1206125155

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zbMATH Keywords

nonparametric regressionquadratic loss functionspline smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cited In (3)

• Minimax estimation over ellipsoids in ℓ₂
• On minimax filtering over ellipsoids
• Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation

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