Minimax estimator

MSE of maximum likelihood estimator versus James–Stein estimator

In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) $\theta \in \Theta$ from observations $x \in \mathcal{X},$ an estimator (estimation rule) $\delta^M \,\!$ is called minimax if its maximal risk is minimal among all estimators of $\theta \,\!$ . In a sense this means that $\delta^M \,\!$ is an estimator which performs best in the worst possible case allowed in the problem.

单词	Minimax Estimator
释义	Minimax Estimator 英语百科 Minimax estimator In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) $\theta \in \Theta$ from observations $x \in \mathcal{X},$ an estimator (estimation rule) $\delta^M \,\!$ is called minimax if its maximal risk is minimal among all estimators of $\theta \,\!$ . In a sense this means that $\delta^M \,\!$ is an estimator which performs best in the worst possible case allowed in the problem.
随便看	multiple stage compression的意思 multiple stage compressor的意思 multiple stage crushing的意思 multiple stage deposition的意思 multiple stage expansion的意思 multiple stage flash evaporation的意思 multiple stage fracturing的意思 multiple stage harmonic gear drive的意思 multiple stage nitriding的意思 multiple stage planetary gear train的意思 multiple stage prediction的意思 multiple stage press的意思 multiple stage pump的意思 multiple stage rectification的意思 multiplestage sampling的意思 multiple stage separating column的意思 multiple stage vehicle的意思 multiple staining的意思 multiple stakeholders的意思 multiplestand的意思 multiple standard的意思 multiple standard addition method的意思 multiple standard target的意思 multiple stand caster的意思 multiple stand rolling mill的意思

Minimax Estimator

Minimax estimator