Some efficient simple rules in Γ-minimax estimation

DOI10.1080/03610919408813177zbMATH Open0825.62043OpenAlexW1985870403MaRDI QIDQ4844147FDOQ4844147

Authors: Brani Vidakovic, David Ríos Insua 

Publication date: 20 August 1995

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919408813177

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zbMATH Keywords

Fisher informationrobust Bayesian analysisnormal meanslinear rule\(\Gamma\)-minimaxalmost \(\Gamma\)-minimax

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Robust Statistics
• Minimax risk over hyperrectangles, and implications
• Minimax estimation of a constrained Poisson vector
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Title not available (Why is that?)
• Approximate Bayesian inference with incompletely specified prior distributions

Cited In (4)

• On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean
• An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces
• An algorithm for calculating \(\Gamma\)-minimax decision rules under generalized moment conditions.
• Title not available (Why is that?)

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