J. Wolfowitz’s Method for Constructing Sequential Minimax Estimators

Autor:	Norbert Schmitz, Burkhard Rauhut
Rok vydání:	1993
Předmět:	Normal distribution Statistics::Theory Mathematical optimization Sample size determination Decision theory Computation Minimax estimator Minimax Mathematics
Zdroj:	Mathematical Modelling in Economics ISBN: 9783642785108
DOI:	10.1007/978-3-642-78508-5_53
Popis:	In general decision theory it is well-known that, even for fixed sample size problems, the explicit computation of minimax procedures is possible only under very special assumptions. Admitting sequential procedures makes the problem even harder; explicitly given minimax procedures are rare exceptions. Surprisingly enough, already in 1950 J. Wolfowitz constructed such solutions for several estimation problems concerning the mean of a normal distribution.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::162eeb9ba05c5b614a98a4edeb7b4463 https://doi.org/10.1007/978-3-642-78508-5_53 Zobrazit plný text záznamu