Minimax Estimation of a Mean Vector for Distributions on a Compact Set

Richard Dykstra

ASTIN Bulletin, 1990, vol. 20, issue 2, 173-179

Abstract: Minimax estimation procedures for the mean vector of a distribution on a compact set under squared error type loss functions are considered. In particular, a Dirichlet process prior is used to show that a linear function of is a minimax estimator in the class of all measurable estimators and all possible distributions. This effort extends some earlier work of Bühlmann to a more general setting.

Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:astinb:v:20:y:1990:i:02:p:173-179_00

Access Statistics for this article

More articles in ASTIN Bulletin from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().