Minimax estimation of common variance in normal distributions when the mean vector is known to lie in an ellipsoid

DOI10.32917/HMJ/1206125155zbMath0931.62008OpenAlexW1520560078MaRDI QIDQ1293783

Teruo Fujioka

Publication date: 21 February 2000

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/hmj/1206125155

zbMATH Keywords

nonparametric regressionquadratic loss functionspline smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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