INFORMATION INEQUALITIES FOR THE MINIMAX RISK
1995 年 25 巻 2 号 p. 151-158
詳細
1995 年 25 巻 2 号 p. 151-158
This paper presents lower bounds for the minimax risk under quadratic loss, derived from information inequalities for the Bayes risk obtained by Borovkov and Sakhanienko, Brown and Gajek. In addition, admissibility of a minimax estimator is discussed, and we provide examples which illustrate that they are good bounds.
