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Minimax estimation of a bounded squared mean
- Source :
- Statistics & Probability Letters. 13:383-390
- Publication Year :
- 1992
- Publisher :
- Elsevier BV, 1992.
-
Abstract
- Consider a normal model with unknown mean bounded by a known constant. This paper deals with minimax estimation of the squared mean. We establish an expression for the asymptotic minimax risk. This result is applied in nonparametric estimation of quadratic functionals.
Details
- ISSN :
- 01677152
- Volume :
- 13
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........60f8d98d84c5b71135c5f1650959d835