this issue
previous article in this issuenext article in this issue

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 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.