著者
Sato Michikazu Akahira Masafumi
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.25, no.2, pp.151-158, 1995

This paper presents lower bounds for the minimax risk under quadraticloss, derived from information inequalities for the Bayes risk obtained byBorovkov and Sakhanienko, Brown and Gajek. In addition, admissibilityof a minimax estimator is discussed, and we provide examples which illustratethat they are good bounds.
著者
Akahira Masafumi Sato Michikazu Torigoe Norio
出版者
日本統計学会
雑誌
Journal of the Japan Statistical Society (ISSN:03895602)
巻号頁・発行日
vol.25, no.1, pp.1-18, 1995

Recently a new approximation to a percentage point of non-centralt-distributions was proposed by Akahira [1]. In this paper the approximationformula is presented and the existence and uniqueness of a solution of theequation on the formula is proved. Numerical results are also given.