منابع مشابه
Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function
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estimation of the multivariate normal mean under the extended reflected normal loss function
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The bounded normal mean problem has important applications in nonparametric function estimation. It is to estimate the mean of a normal distribution whose mean is restricted to a bounded interval. The minimax risk for such a problem is generally unknown. It is shown in Donoho, Liu and MacGibbon(1990) that the linear minimax risk provides a good approximation to the minimax risk. We show in this...
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ژورنال
عنوان ژورنال: Journal of the Japanese Society of Computational Statistics
سال: 1988
ISSN: 0915-2350,1881-1337
DOI: 10.5183/jjscs1988.1.79