Some efficient simple rules in Γ-minimax estimation

DOI10.1080/03610919408813177MaRDI QIDQ4844147zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\(\Gamma\)-minimaxalmost \(\Gamma\)-minimaxFisher informationlinear rulenormal meansrobust Bayesian analysis

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Approximate Bayesian inference with incompletely specified prior distributions
• scientific article; zbMATH DE number 1054340 (Why is no real title available?)
• Minimax estimation of a constrained Poisson vector
• Minimax properties of M-, R- and L-estimators of location in Lévy neighbourhoods
• Minimax risk over hyperrectangles, and implications
• Robust Statistics

Cited in

(5)

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• An algorithm for calculating -minimax decision rules under generalized moment conditions.
• On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean
• scientific article; zbMATH DE number 1417916 (Why is no real title available?)
• An efficient algorithm for constructing -minimax tests for finite parameter spaces

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