Electronic Resource
Springer
Probability theory and related fields
10 (1968), S. 269-278
ISSN:
1432-2064
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A location parameter is to be estimated from a sample of fixed size n, assuming that the shape of the true underlying distribution lies anywhere within ε of some given shape, e.g. the normal one. The metric in the space of distribution functions may be defined in various ways: total variation, Kolmogorov or Lévy distance. A minimax solution to this problem is described explicitly; it minimizes the maximum probability that the estimate exceeds, or falls below, the true value of the parameter by more than some fixed amount.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00531848
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