Minimax estimation of a bounded normal mean vector

DOI10.1016/0047-259X(90)90020-IzbMath0705.62052MaRDI QIDQ918085

J. Calvin Berry

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

compact convex subsetmultivariate normal meanBayes minimax estimatorleast favorable prior distributionsrectangular and spherical bounds

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items

Estimation of the mean of a spherically symmetric distribution with constraints on the norm ⋮ On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean ⋮ Minimax estimation for the bounded mean of a bivariate normal distribution ⋮ On improved predictive density estimation with parametric constraints ⋮ On predictive density estimation with additional information ⋮ Stein's phenomenon in estimation of means restricted to a polyhedral convex cone ⋮ On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means ⋮ Estimating a bounded parameter for symmetric distributions ⋮ Minimax estimation of constrained parametric functions for discrete families of distributions ⋮ Improving on the MLE of a bounded normal mean. ⋮ On the minimax estimator of a bounded normal mean.

Cites Work

• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Polya Type Distributions, II
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