Geodesic
Gamma minimax nonparametric estimation
Maciej Wilczyński1
1Institute of Mathematics Wrocław University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland
Applicationes Mathematicae, Tome 30 (2003) no. 1, pp. 1-10

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Let $Y$ be a random vector taking its values in a measurable space and let ${\boldsymbol z}$ be a vector-valued function defined on that space. We consider gamma minimax estimation of the unknown expected value ${\boldsymbol p}$ of the random vector ${\boldsymbol z}(Y)$. We assume a weighted squared error loss function.
DOI : 10.4064/am30-1-1
Keywords: random vector taking its values measurable space boldsymbol vector valued function defined space consider gamma minimax estimation unknown expected value boldsymbol random vector boldsymbol assume weighted squared error loss function

Maciej Wilczyński  1

1 Institute of Mathematics Wrocław University of Technology Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland 
Maciej Wilczyński. Gamma minimax nonparametric estimation. Applicationes Mathematicae, Tome 30 (2003) no. 1, pp. 1-10. doi: 10.4064/am30-1-1
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