Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/3867
Title: Minimax estimation of a bounded squared mean
Authors: FAN, JQ
GIJBELS, I
Issue Date: 1992
Publisher: ELSEVIER SCIENCE BV
Source: STATISTICS & PROBABILITY LETTERS, 13(5). p. 383-390
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.
Notes: UNIV N CAROLINA,DEPT STAT,CHAPEL HILL,NC 27599. LIMBURGS UNIV CENTRUM,DEPT MATH,B-3590 DIEPENBEEK,BELGIUM.
Keywords: BAYES RISK; GAUSSIAN WHITE NOISE MODEL; HARDEST 1-DIMENSIONAL SUBPROBLEMS; MINIMAX RISK; NORMAL MEAN; QUADRATIC FUNCTIONALS
Document URI: http://hdl.handle.net/1942/3867
DOI: 10.1016/0167-7152(92)90111-H
ISI #: A1992HP57600007
Type: Journal Contribution
Appears in Collections:Research publications

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