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On minimax estimation of a sparse normal mean vector
nearly black object robustness white noise model
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2015/8/20
Mallows has conjectured that among distributions which are Gaussian but
for occasional contamination by additive noise, the one having least Fisher
information has (two-sided) geometric contaminatio...
Minimax Estimation via Wavelet Shrinkage
Minimax Decision theory Minimax Bayes estimation
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2015/8/20
We attempt to recover an unknown function from noisy, sampled data. Using
orthonormal bases of compactly supported wavelets we develop a nonlinear method
which works in the wavelet domain by simple ...
Minimax estimation of the scale parameter of the selected gamma population with arbitrary known shape parameter
Exponential Family Family of transformed chi-square distributions
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2010/9/17
Let X1, X2 be independent random variables from gamma populations Π1,Π2 with common arbitrary known shape parameter α and unknown scale parameters θ1, θ2 respectively. Suppose X(1), X(2) be the order ...