Cover Image

Minimax estimation of a bounded squared mean

Consider a normal model with unknown mean bounded by a known constant. This paper deals with minimax estimation of the squared mean. We establish an expression for the asymptotic minimax risk. This result is applied in nonparametric estimation of quadratic functionals.
Year of publication:
1992
Authors: Fan, Jianqing ; Gijbels, Irène
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 13.1992, 5, p. 383-390
Publisher: Elsevier
Keywords: Bayes risk Gaussian white noise model hardest 1-dimensional subproblems minimax risk normal mean quadratic functionals
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005137892
Similar items by person