Minimax estimation of a bounded squared mean

Jianqing Fan, Irène Gijbels

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


Consider a normal model with unknown mean bounded by a known constant. This paper deals with minimax estimation of the squared mean. We establish an expression for the asymptotic minimax risk. This result is applied in nonparametric estimation of quadratic functionals.

Original languageEnglish (US)
Pages (from-to)383-390
Number of pages8
JournalStatistics and Probability Letters
Issue number5
StatePublished - Apr 7 1992
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • Bayes risk
  • Gaussian white noise model
  • hardest 1-dimensional subproblems
  • minimax risk
  • normal mean
  • quadratic functionals


Dive into the research topics of 'Minimax estimation of a bounded squared mean'. Together they form a unique fingerprint.

Cite this