Bayesian estimation of a multivariate mean under model uncertainty

MaRDI QIDQ5173055zbMATH OpenFDO

Authors Georges Nguefack-Tsague

Publication date 6 February 2015

Full work available at URL http://www.ceser.in/ceserp/index.php/ijms/article/view/3091

zbMATH Keywords

Bayes estimateBayesian model averagingJames and Stein estimatorminimaxnormal multivariate mean

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Recommendations

• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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• Estimation under model uncertainty
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• Bayesian robustness for multivariate problems

Cited in

(3)

• Maximum likelihood Bayesian averaging of uncertain model predictions
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Empirical bayes estimation of the mean in a multivariate normal distribution

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