A unified minimax result for restricted parameter spaces

DOI10.3150/10-BEJ336zbMath1251.49024arXiv1205.1964MaRDI QIDQ418243

Éric Marchand, William E. Strawderman

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1964

zbMATH Keywords

minimax; scale parameters; quantiles; polyhedral cones; linear combinations; covariance matrices; restricted parameters; location parameters

Mathematics Subject Classification ID

93E20: Optimal stochastic control

49J55: Existence of optimal solutions to problems involving randomness

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