An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

正态分布下任意秩有限总体中的Minimax预测

对于任意秩有限总体,在二次损失下,有关文献已给出了线性可预测变量在齐次线性预测类中的唯一线性Minimax预测．本文在正态假设下,证明了这个线性Minimax预测也是线性可预测变量在一切预测类中的唯一Minimax预测．     

Maximin share and minimax envy in fair-division problems

For fair-division or cake-cutting problems with value functions which are normalized positive measures (i.e., the values are probability measures) maximin-share and minimax-envy inequalities are derived for both continuous and discrete measures. The tools used include classical and recent basic convexity results, as well as ad hoc constructions. Examples are given to show that the envy-minimizing criterion is not Pareto optimal, even if the values are mutually absolutely continuous. In the discrete measure case, sufficient conditions are obtained to guarantee the existence of envy-free partitions.     

Periodic solutions for p-Laplacian neutral functional differential equation with multiple deviating arguments

By using the theory of coincidence degree, we study a kind of periodic solutions to p-Laplacian neutral functional differential equation with multiple deviating arguments, a new result on the existence of periodic solutions is obtained.     

Stein's idea and minimax admissible estimation of a multivariate normal mean

We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type prior. We also study conditions under which these generalized Bayes minimax estimators improve on the James–Stein estimator and on the positive-part James–Stein estimator.     

Two-function upward-downward minimax theorems

Two-function upward-downward minimax theorems are derived which contain Simons upward-downward minimax theorem as well as Domokos minimax theorem as special cases. Here the convexity assumptions on two functions are given by mixing up their values as means proposed by Lin and Quan.     

Minimax principles for elliptic mixed hemivariational–variational inequalities

In this paper, minimax principles are explored for elliptic mixed hemivariational–variational inequalities. Under certain conditions, a saddle-point formulation is shown to be equivalent to a mixed hemivariational–variational inequality. While the minimax principle is of independent interest, it is employed in this paper to provide an elementary proof of the solution existence of the mixed hemivariational–variational inequality. Theoretical results are illustrated in the applications of two contact problems.     

Constrained minimax approximation and optimal preconditioned for Toeplitz matrices

A good preconditioner is extremely important in order for the conjugate gradients method to converge quickly. In the case of Toeplitz matrices, a number of recent studies were made to relate approximation of functions to good preconditioners. In this paper, we present a new result relating the quality of the Toeplitz preconditionerC for the Toeplitz matrixT to the Chebyshev norm (f– g)/f, wheref and g are the generating functions forT andC, respectively. In particular, the construction of band-Toeplitz preconditioners becomes a linear minimax approximation problem. The case whenf has zeros (but is nonnegative) is especially interesting and the corresponding approximation problem becomes constrained. We show how the Remez algorithm can be modified to handle the constraints. Numerical experiments confirming the theoretical results are presented.     

Variational solution of the single-particle Dirac equation in the field of two nuclei using relativistically adapted Slater basis functions

A variational method for solving the time-independent single-particle Dirac equation in the Coulomb field of two nuclei is described. A minimax variational principle and basis functions that have the proper analytic behavior, i.e. behave like r ^γ,γ non-integer, in the neighborhood of a nucleus, are used. A momentum space integration scheme for computing the necessary two-center integrals is described. Results are given for a standard test problem on two nuclei with Z=90 with an internuclear separation of 2.0/Z. The results confirm those of a previous calculation [F.A. Parpia and A.K. Mohanty, Chem Phys Lett 238: 209 (1995)]. Received: 13 May 1998 / Accepted: 22 June 1998 / Published online: 28 August 1998     

About a minimax theorem of Matthies,Strang and Christiansen

We give a new minisup theorem for noncompact strategy sets. Our result is of the type of the Matthies-Strang-Christiansen minimax theorem where the hyperplane should be replaced by any closed convex set. As an application, we derive a slight generalization of the Matthies-Strang-Christiansen minimax theorem.