Choice of hierarchical priors: Admissibility in estimation of normal means (Q1816965): Difference between revisions

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+Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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+A robust generalized Bayes estimator and confidence region for a multivariate normal mean
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+Statistical decision theory and Bayesian analysis. 2nd ed
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+A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to Analysis-of-Variance Methodology
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+Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
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+Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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+Information Measures and Bayesian Hierarchical Models
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+Parametric Empirical Bayes Inference: Theory and Applications
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+Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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+Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
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