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Some efficient simple rules in Γ-minimax estimation

 

作者: Brani Vidakovic,   David rios. Insua,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1994）
卷期: Volume 23, issue 2  

页码: 393-413

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813177

 

出版商: Marcel Dekker, Inc.

 

关键词: Normal means;robust Bayesian analysis;Γ-minimax;linear rule;Fisher information;almost Γ-minimax

 

数据来源: Taylor

 

摘要:

We discuss the r-minimax estimation of normal means under squared-error loss. Since this problem is computationally intensive, we study linear r-minimax estimation. We identify contexts in which linear rules are adequately efficient, in terms of the ratio of their risk to the optimal risk. We also provide strategies that may work in other contexts.

 

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