Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03610928608829240 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2022313459 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust generalized Bayes estimator and confidence region for a multivariate normal mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Robustness and the Stein Effect / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Hybrid Problem on the Exponential Family / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Families of minimax estimators of the mean of a multivariate normal distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax multiple shrinkage estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3185327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4178373 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Admissible variable-selection procedures when fitting regression models by least squares for prediction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling risks under different loss functions: The compromise decision problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Proper Bayes Minimax Estimators of the Multivariate Normal Mean / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:49, 17 June 2024

scientific article; zbMATH DE number 4003233
Language Label Description Also known as
English
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
scientific article; zbMATH DE number 4003233

    Statements

    Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (English)
    0 references
    1986
    0 references
    minimax-Bayes-compromise estimators
    0 references
    multiple-objective decision analysis
    0 references
    preliminary test estimators
    0 references
    Stein estimation
    0 references
    minimax squared risk estimators of the mean
    0 references
    multivariate normal distribution
    0 references
    squared error loss
    0 references
    spherically symmetric prior distributions
    0 references
    zero-one loss
    0 references
    degenerate prior distributions
    0 references

    Identifiers