Minimax estimation of a multivariate normal mean under polynomial loss
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Publication:1245538
DOI10.1016/0047-259X(78)90070-2zbMath0376.62008OpenAlexW2091811126MaRDI QIDQ1245538
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(78)90070-2
Related Items (8)
Simultaneous estimation of location parameters of the distribution with finite support ⋮ Minimaxity of empirical bayes estimators shrinking toward the grand mean when variances are unequal ⋮ Estimating covariance in a growth curve model ⋮ Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances ⋮ Stokes' theorem, Stein's identity and completeness ⋮ Estimation of a mean vector under quartic loss ⋮ Estimation in a growth curve model with singular covariance ⋮ On predictive density estimation under \(\alpha\)-divergence loss
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