Abstract
In this paper, we give minimax estimates of the parameters of the multivariate hypergeometric distribution and of the multinomial distribution, and of some parameters of an unspecified distribution with known range. We use as loss a weighted linear combination of squared differences between the true and the estimated values of the parameters. Some properties of the minimax estimates obtained are discussed.
Citation
Stanislaw Trybula. "Some Problems of Simultaneous Minimax Estimation." Ann. Math. Statist. 29 (1) 245 - 253, March, 1958. https://doi.org/10.1214/aoms/1177706722
Information
