Some Problems in Minimax Point Estimation
Hodges, J. L. ; Lehmann, E. L.
Ann. Math. Statist., Tome 21 (1950) no. 4, p. 182-197 / Harvested from Project Euclid
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In the present paper the problem of point estimation is considered in terms of risk functions, without the customary restriction to unbiased estimates. It is shown that, whenever the loss is a convex function of the estimate, it suffices from the risk viewpoint to consider only nonrandomized estimates. For a number of specific problems the minimax estimates are found explicitly, using the squared error as loss. Certain minimax prediction problems are also solved.
Publié le : 1950-06-14
Classification:  
@article{1177729838,
     author = {Hodges, J. L. and Lehmann, E. L.},
     title = {Some Problems in Minimax Point Estimation},
     journal = {Ann. Math. Statist.},
     volume = {21},
     number = {4},
     year = {1950},
     pages = { 182-197},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729838}
}

Hodges, J. L.; Lehmann, E. L. Some Problems in Minimax Point Estimation. Ann. Math. Statist., Tome 21 (1950) no. 4, pp.  182-197. http://gdmltest.u-ga.fr/item/1177729838/