A problem of minimax prediction for the multinomial and multivariate hypergeometric distribution is considered. A class of minimax predictors is determined for estimating linear combinations of the unknown parameter and the random variable having the multinomial or the multivariate hypergeometric distribution.
@article{bwmeta1.element.bwnjournal-article-zmv25i3p271bwm, author = {Alicja Jokiel-Rokita}, title = {Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions}, journal = {Applicationes Mathematicae}, volume = {25}, year = {1998}, pages = {271-283}, zbl = {1051.62500}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv25i3p271bwm} }
Jokiel-Rokita, Alicja. Minimax Prediction for the Multinomial and Multivariate Hypergeometric Distributions. Applicationes Mathematicae, Tome 25 (1998) pp. 271-283. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv25i3p271bwm/
[000] J. P. Aubin (1979), Mathematical Methods of Game and Economic Theory}, North-Holland. | Zbl 0452.90093
[001] T. Ferguson (1967), Mathematical Statistics: A Decision Theoretic Approach, Academic Press, New York and London. | Zbl 0153.47602
[002] G. M. Fichtenholz (1985), Differential and Integral Calculus, PWN, Warszawa (in Polish). | Zbl 0900.26002
[003] V. G. Karmanov (1986), Mathematical Programming, Nauka, Moscow. | Zbl 0967.90089
[004] S. Trybuła (1958), Some problems of simultaneous minimax estimation, Ann. Math. Statist. 29, 245-253. | Zbl 0087.14201
[005] M. Wilczyński (1985), Minimax estimation for the multinomial and multivariate distributions, Sankhyā 47, 128-132. | Zbl 0575.62012