Schlag, Karl H. (contributor) - 2006
estimation and inference for means in the nonparametric
setting where only a bounded set containing the support of the underlying … n;k denotethemeanofrandomvariablek inroundn:While
one may also want to consider estimation or hypothesis testing in this …). Randomization helps to reduce expected risk
by convexifying risk as in the case of the Hodges and Lehmann (1950) estimation of
mean …