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Details for article 11 of 15 found articles
| Title: |
Some efficient simple rules in Γ-minimax estimation |
| Author: |
Vidakovic, Brani Insua, David rios. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 23 (1994) nr. 2 pages 393-413 |
| Year: |
1994 |
| Contents: |
We discuss the r-minimax estimation of normal means under squared-error loss. Since this problem is computationally intensive, we study linear r-minimax estimation. We identify contexts in which linear rules are adequately efficient, in terms of the ratio of their risk to the optimal risk. We also provide strategies that may work in other contexts. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 11 of 15 found articles
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