Before revision: The analytical expression for this estimator is where , is the modified Bessel function of the first kind of order n. Asymptotic minimax estimator The difficulty of determining the exact minimax estimator has motivated the study of estimators of asymptotic minimax --- an estimator is called -asymptotic (or approximate) minimax if For many estimation problems, especially in the non-parametric estimation setting, various approximate minimax estimators have been established.
After revision: The analytical expression for this estimator is where , is the modified Bessel function of the first kind of order n. Asymptotic minimax estimator The difficulty of determining the exact minimax estimator has motivated the study of estimators of asymptotic minimax – an estimator is called -asymptotic (or approximate) minimax if For many estimation problems, especially in the non-parametric estimation setting, various approximate minimax estimators have been established.