Gamma-minimax estimation of multinomial probabilities
نویسندگان
چکیده
منابع مشابه
The Asymptotic Minimax Risk for the Estimation of Constrained Binomial and Multinomial Probabilities
In this paper we present a direct and simple approach to obtain bounds on the asymptotic minimax risk for the estimation of constrained binomial and multinomial proportions. Quadratic, normalized quadratic and entropy loss are considered and it is demonstrated that in all cases linear estimators are asymptotically minimax optimal. For the quadratic loss function the asymptotic minimax risk does...
متن کاملMinimax Probabilities for Aubry-mather Problems
In this paper we study minimax Aubry-Mather measures and its main properties. We consider first the discrete time problem and then the continuous time case. In the discrete time problem we establish existence, study some of the main properties using duality theory and present some examples. In the continuous time case, we establish both existence and nonexistence results. First we give some exa...
متن کاملMinimax Manifold Estimation
We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R given a noisy sample from the manifold. Under certain conditions, we show that the optimal rate of convergence is n−2/(2+d). Thus, the minimax rate depends only on the dimension of the manifold, not on the dimension of the space in which M is embedded.
متن کاملMultinomial Probabilities, Permanents and a Conjecture of Karlin and Rinott
The probability density function of a multiparameter multinomial distribution can be expressed in terms of the permanent of a suitable matrix. This fact and certain results on conditionally negative definite matrices are used to prove a conjecture due to Karlin and Rinott.
متن کاملReliable Minimax Parameter Estimation
This paper deals with the minimax parameter estimation of nonlinear parametric models from experimental data. Taking advantage of the special structure of the minimax problem, a new e¢cient and reliable algorithm based on interval constraint propagation is proposed. As an illustration, the ill-conditioned problem of estimating the parameters of a two-exponential model is considered.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1991
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-21-3-427-435