[go: up one dir, main page]

About: Minimax estimator

An Entity of Type: Thing, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a sense this means that is an estimator which performs best in the worst possible case allowed in the problem.

thumbnail
Property Value
dbo:abstract
  • In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a sense this means that is an estimator which performs best in the worst possible case allowed in the problem. (en)
dbo:thumbnail
dbo:wikiPageID
  • 16976635 (xsd:integer)
dbo:wikiPageLength
  • 12680 (xsd:nonNegativeInteger)
dbo:wikiPageRevisionID
  • 1043045020 (xsd:integer)
dbo:wikiPageWikiLink
dbp:wikiPageUsesTemplate
dct:subject
rdfs:comment
  • In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a sense this means that is an estimator which performs best in the worst possible case allowed in the problem. (en)
rdfs:label
  • Minimax estimator (en)
owl:sameAs
prov:wasDerivedFrom
foaf:depiction
foaf:isPrimaryTopicOf
is dbo:wikiPageDisambiguates of
is dbo:wikiPageRedirects of
is dbo:wikiPageWikiLink of
is foaf:primaryTopic of
Powered by OpenLink Virtuoso    This material is Open Knowledge     W3C Semantic Web Technology     This material is Open Knowledge    Valid XHTML + RDFa
This content was extracted from Wikipedia and is licensed under the Creative Commons Attribution-ShareAlike 3.0 Unported License