This article is cited in 13 papers

Towards the theory of minimax-Bayesian estimation

V. N. Solov'ev

Russian State Social University

Abstract: The paper obtains generalizations of a theorem on normal correlation stating the linearity of minimax-Bayesian estimates and the normality of least favorable distributions. We give applications to the estimation of parameters in linear observations models.

Keywords: minimax estimation, duality problem, covariance matrix, normal distribution.

Received: 20.10.1997

DOI: 10.4213/tvp1063

 English version: Theory of Probability and its Applications, 2000, 44:4, 739–754

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