A moment inequality for \(L_ q\) estimation

DOI10.1016/0167-7152(91)90093-7zbMath0735.62034OpenAlexW2078281438MaRDI QIDQ1181120

Iain M. Johnstone

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90093-7

zbMATH Keywords

Bayes estimatorHölder inequalitypenalty function\(M\)-estimationmoment inequalitymeasure of location

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Point estimation (62F10) Bayesian inference (62F15)

Related Items (1)

Minimax risk over \(l_ p\)-balls for \(l_ q\)-error

Cites Work

• Descriptive statistics for nonparametric models. II: Location

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