Minimax regret comparison of hard and soft thresholding for estimating a bounded normal mean

DOI10.1016/j.spl.2005.07.008zbMath1085.62020MaRDI QIDQ2489793

Bernd Droge

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.07.008

zbMATH Keywords

Nonlinear estimation; oracles; Bounded normal mean; Minimax regret decision theory; Soft and hard thresholding

Mathematics Subject Classification ID

62F10: Point estimation

62C20: Minimax procedures in statistical decision theory

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