Gamma-minimax results for the class of unimodal priors

DOI10.1007/BF02926399MaRDI QIDQ1324976zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 7 July 1994

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02926399

zbMATH Keywords

Bayes estimatorsaddle pointsquared error lossnumerical studybounded normal meangamma-minimaxmixture of two uniform distributionsstatistical gamesunimodal priors with fixed mode

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3917457 (Why is no real title available?)
• scientific article; zbMATH DE number 94793 (Why is no real title available?)
• scientific article; zbMATH DE number 3061365 (Why is no real title available?)
• A gamma-minimax result for the class of symmetric and unimodal priors
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(6)

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• A gamma-minimax result for the class of symmetric and unimodal priors
• Asymptotically uniformly distributed priors and bayes estimators in mixed models
• Two point priors and Γ-minimax estimating in families of uniform distributions
• Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge
• scientific article; zbMATH DE number 4188978 (Why is no real title available?)

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