Constrained minimax estimation of the mean of the normal distribution with known variance (Q1184240)

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scientific article; zbMATH DE number 34258
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Constrained minimax estimation of the mean of the normal distribution with known variance
scientific article; zbMATH DE number 34258

    Statements

    Constrained minimax estimation of the mean of the normal distribution with known variance (English)
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    28 June 1992
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    least favorable distribution
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    James-Stein estimator
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    minimax estimator
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    prior
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    unknown variance
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    minimax risk
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    quadratic risk
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    estimating bounded normal mean
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