Digitale Medien
Springer
Probability theory and related fields
98 (1994), S. 261-275
ISSN:
1432-2064
Schlagwort(e):
62C05
;
62E20
;
62J02
;
62G05
;
62M99
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Summary Given a collection of nested closed, convex symmetric sets and a linear functional, we find estimates which are within a logarithm term of being simultaneously asymptotically minimax. Moreover, these estimates can be constructed so that the loss of this logarithm term only occurs on a small subset of functions. These estimates are quasi-optimal since there do not exist estimators which do not lose a logarithm term on some part of the parameter spaces.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01192517
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