Minimax estimation of the mean of a general distribution when the parameter space is restricted

DOI10.1214/AOS/1176350278zbMath0621.62030OpenAlexW1989466605MaRDI QIDQ1090024

Ya'acov Ritov, Avraham A. Melkman

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350278

zbMATH Keywords

minimax estimationrestricted parameter spacemean estimationasymptotically minimaxone-dimensional additive model

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (2)

Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded ⋮ The asymptotic spread of estimators

This page was built for publication: Minimax estimation of the mean of a general distribution when the parameter space is restricted