Minimax sequential estimation for the multinomial and gamma processes
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...
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ژورنال
عنوان ژورنال: Applicationes Mathematicae
سال: 1985
ISSN: 1233-7234,1730-6280
DOI: 10.4064/am-18-4-577-595