Gamma minimax nonparametric estimation

Volume 30 / 2003

Maciej Wilczyński Applicationes Mathematicae 30 (2003), 1-10 MSC: 62C20, 62G05. DOI: 10.4064/am30-1-1

Abstract

Let $Y$ be a random vector taking its values in a measurable space and let ${\boldsymbol z}$ be a vector-valued function defined on that space. We consider gamma minimax estimation of the unknown expected value ${\boldsymbol p}$ of the random vector ${\boldsymbol z}(Y)$. We assume a weighted squared error loss function.

Authors

  • Maciej WilczyńskiInstitute of Mathematics
    Wrocław University of Technology
    Wybrzeże Wyspiańskiego 27
    50-370 Wrocław, Poland
    e-mail

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