Conditional minimax estimates

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摘要

In the present note a characterization of conditional minimax estimates for a parameter lying in a bounded interval is given under quite general conditions on the loss function. This result simplifies the computation of conditional minimax estimates.

论文关键词:Conditional minimax estimate,bounded parameter interval,general loss function

论文评审过程:Received 31 August 1989, Revised 16 October 1989, Available online 21 March 2002.

论文官网地址:https://doi.org/10.1016/0377-0427(90)90018-U