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Document Details : Title: Minimax Estimation of a Mean Vector for Distributions on a Compact Set Author(s): DYKSTRA, Richard Journal: ASTIN Bulletin Volume: 20 Issue: 2 Date: November 1990 Pages: 173-179 DOI: 10.2143/AST.20.2.2005440 Abstract : Minimax estimation procedures for the mean vector of a distribution on a compact set under squared error type loss functions are considered. In particular, a Dirichlet process prior is used to show that a linear function of X̄ is a minimax estimator in the class of all measurable estimators and all possible distributions. This effort extends some earlier work of BÜHLMANN to a more general setting. |
