An Experimental Analysis of Some Variables of Minimax Theory.
نویسنده
چکیده
An experimental analysis of some variables of minimax theory.An experimental analysis of some variables of minimax theory.
منابع مشابه
On the Minimax Optimality of Block Thresholded Wavelets Estimators for ?-Mixing Process
We propose a wavelet based regression function estimator for the estimation of the regression function for a sequence of ?-missing random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator based on block thresholding are investigated. It is found that the estimators achieve optimal minimax convergence rates over large class...
متن کاملRobustness in portfolio optimization based on minimax regret approach
Portfolio optimization is one of the most important issues for effective and economic investment. There is plenty of research in the literature addressing this issue. Most of these pieces of research attempt to make the Markowitz’s primary portfolio selection model more realistic or seek to solve the model for obtaining fairly optimum portfolios. An efficient frontier in the ...
متن کاملMinimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function....
متن کاملTruncated Linear Minimax Estimator of a Power of the Scale Parameter in a Lower- Bounded Parameter Space
Minimax estimation problems with restricted parameter space reached increasing interest within the last two decades Some authors derived minimax and admissible estimators of bounded parameters under squared error loss and scale invariant squared error loss In some truncated estimation problems the most natural estimator to be considered is the truncated version of a classic...
متن کاملFINITENESS PROPERTIES OF LOCALE COHOMOLOGY MODULES FOR (I;J)- MINIMAX MODULES
ABSTRACT. Let R be a commutative noetherian ring, I and J are two ideals of R. Inthis paper we introduce the concept of (I;J)- minimax R- module, and it is shown thatif M is an (I;J)- minimax R- module and t a non-negative integer such that HiI;J(M) is(I;J)- minimax for all i
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Behavioral science
دوره 61 شماره
صفحات -
تاریخ انتشار 1964