A robust generalized Bayes estimator and confidence region for a multivariate normal mean

DOI10.1214/AOS/1176345068zbMath0464.62026OpenAlexW2036786210WikidataQ100330780 ScholiaQ100330780MaRDI QIDQ1154191

James O. Berger

Publication date: 1980

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345068

zbMATH Keywords

sizeriskquadratic lossmultivariate normal meanconfidence ellipsoidsrobust generalized Bayes estimatorprior covariance matrixprior meanprobability of coverage

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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