Minimax Estimators of the Mean Vector in Normal Mixed Linear Models
نویسندگان
چکیده
منابع مشابه
On minimax estimation of a sparse normal mean vector
Mallows has conjectured that among distributions which are Gaussian but for occasional contamination by additive noise, the one having least Fisher information has (two-sided) geometric contamination. A very similar problem arises in estimation of a non-negative vector parameter in Gaussian white noise when it is known also that most, i.e. (1 − ǫ), components are zero. We provide a partial asym...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1995
ISSN: 0047-259X
DOI: 10.1006/jmva.1995.1004