A robust generalized Bayes estimator of a multivariate normal mean

MaRDI QIDQ1909018zbMATH OpenFDO

Authors Rohana J. Karunamuni, Byron Schmuland

Publication date 7 March 1996

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

generalized Bayes estimatorgeneralized prior densityminimaxitymisspecificationmultivariate normal meanquadratic lossrobustness

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

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Cited in

(13)

• A randomized solution for multi-Bayes estimates of the multinormal mean
• Restricted risk Bayes estimation for the mean of the multivariate normal distribution
• Robust Bayesian displays for standard inferences concerning a normal mean
• A paradoxical argument about domination
• Bayes estimation of the multiple correlation coefficient
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• Estimation of the mean vector in a singular multivariate normal distribution
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• Bayesian multivariate normal analysis under balanced loss function
• Robust hierarchical Bayes estimation of exchangeable means
• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)

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