Minimax Variance M-Estimators in $\varepsilon$-Contamination Models
نویسندگان
چکیده
منابع مشابه
Minimax estimators of a normal variance
In the estimation problem of unknown variance of a multivariate normal distribution, a new class of minimax estimators is obtained. It is noted that a sequence of estimators in our class converges to the Stein’s truncated estimator.
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1985
ISSN: 0090-5364
DOI: 10.1214/aos/1176349657