Minimax estimator

（重定向自Minimax criterion）

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 criterion
释义	Minimax criterion 英语百科 Minimax estimator （重定向自Minimax criterion） 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	Perdizes的意思 Perdnicarbate的意思 Perdniretard的意思 Perdnisone的意思 Perdoes的意思 perdominant的意思 Perdomo的意思 perdomoes的意思 perdon的意思 Perdonine的意思 perdontoclasia的意思 Perdrau method的意思 Perdrau staining method的意思 perdre的意思 perdreau的意思 perdreaux的意思 perdricide的意思 perdrix的意思 perdu的意思 perduce的意思 perdue的意思 Perduellio的意思 perdu的意思 Perdu, L.的意思 perdulous的意思