Minimax mutual prediction of multinomial random variables
Stanisław Trybuła
Applicationes Mathematicae, Tome 30 (2003), p. 371-377 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

The problem of minimax mutual prediction is considered for multinomial random variables with the loss function being a linear combination of quadratic losses connected with prediction of particular variables. The basic parameter of the minimax mutual predictor is determined by numerical solution of some equation.

Publié le : 2003-01-01
EUDML-ID : urn:eudml:doc:279660 
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am30-4-1,
     author = {Stanis\l aw Trybu\l a},
     title = {Minimax mutual prediction of multinomial random variables},
     journal = {Applicationes Mathematicae},
     volume = {30},
     year = {2003},
     pages = {371-377},
     zbl = {1051.62012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am30-4-1}
}

Stanisław Trybuła. Minimax mutual prediction of multinomial random variables. Applicationes Mathematicae, Tome 30 (2003) pp. 371-377. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am30-4-1/