Minimax estimation of a constrained Poisson vector

DOI10.1214/aos/1176348658zbMath0761.62006OpenAlexW2060676875MaRDI QIDQ1193353

Iain M. Johnstone, K. Brenda MacGibbon

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176348658

zbMATH Keywords

Laplace operatorisoperimetric inequalitiesapproximationsFisher informationprincipal eigenvaluelinear estimatorssimplexbounded domainminimax riskGaussian vectormean vectorhyperrectangleloss estimationa priori informationhardest rectangular subproblemBayes risk lower boundsminimax linear riskpolydisc transformprecision of estimationrectangulary convexsecond-order minimaxvector of Poisson variates

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

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