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

DOI10.1016/j.spl.2005.07.008zbMath1085.62020OpenAlexW2084671843MaRDI 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 estimationoraclesBounded normal meanMinimax regret decision theorySoft and hard thresholding

Mathematics Subject Classification ID

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

Related Items (1)

Axioms for minimax regret choice correspondences

Cites Work

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