SECOND-ORDER ASYMPTOTICALLY MINIMAX ESTIMATES FOR THE MEAN OF A NORMAL POPULATION.

被引：0
|
作者：
Berkhin, P.E.
Levit, B.Ya.
机构：
来源：
Problems of information transmission | 1980年 / 16卷 / 03期
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中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The classical problem of estimating a multidimensional parameter against a background of additive Gaussian noise is considered. The first nontrivial term of the asymptotic expansion of the minimax risk of the estimate of a parameter belonging to bounded region G CONTAINS R**k with piecewise-smooth boundary is investigated. Its relationship to the first eigenvalue of the Dirichlet problem in G for some elliptic differential operator is established. The form of the second-order asymptotically minimax estimate is given.
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页码：212 / 229
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