Geodesic
Minimax estimation of parameter of the negative binomial distribution
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 8 (2016) no. 3, pp. 3-19

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A minimax estimation of parameter of the negative binomial distribution is considered. We derive of a numerical method for solution of the statistical game with a quadratic loss function. A minimax linear estimation is found.
Mots-clés : negative binomial distribution
Keywords: statistical game, minimax estimate, hypergeometric function, Bayes estimate. 
@article{MGTA_2016_8_3_a0,
     author = {Vladimir V. Morozov and Maria A. Syrova},
     title = {Minimax estimation of parameter of the negative binomial distribution},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {3--19},
     publisher = {mathdoc},
     volume = {8},
     number = {3},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2016_8_3_a0/}
}
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Vladimir V. Morozov; Maria A. Syrova. Minimax estimation of parameter of the negative binomial distribution. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 8 (2016) no. 3, pp. 3-19. http://geodesic.mathdoc.fr/item/MGTA_2016_8_3_a0/