Admissibility and minimaxity of Bayes estimators for a normal mean matrix
Publication:957309
DOI10.1016/j.jmva.2008.02.012zbMath1151.62008OpenAlexW1970698532MaRDI QIDQ957309
Publication date: 27 November 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.012
singular value decompositionBayes estimationorder statisticshrinkage estimatorminimaxityinadmissibilityisotonic regressionadmissibilityquadratic losssimultaneous estimation
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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Cites Work
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