Minimax Estimator - References

References

• E. L. Lehmann and G. Casella (1998), Theory of Point Estimation, 2nd ed. New York: Springer-Verlag.
• F. Perron and E. Marchand (2002), "On the minimax estimator of a bounded normal mean," Statistics and Probability Letters 58: 327–333.
• J. O. Berger (1985), Statistical Decision Theory and Bayesian Analysis, 2nd ed. New York: Springer-Verlag. ISBN 0-387-96098-8.
• R. Fandom Noubiap and W. Seidel (2001), „An Algorithm for Calculating Gamma-Minimax Decision Rules under Generalized Moment Conditions“ ; Annals of Statistics, Aug., 2001, vol. 29, no. 4, p. 1094–1116
• Stein, C. (1981). "Estimation of the mean of a multivariate normal distribution". Annals of Statistics 9 (6): 1135–1151. doi:10.1214/aos/1176345632. MR 630098. Zbl 0476.62035.