Bayesian multivariate normal analysis under balanced loss function

MaRDI QIDQ5439132zbMATH OpenFDO

Authors N. Sanjari Farsipour, Akbar Asgharzadeh

Publication date 8 February 2008

zbMATH Keywords

admissibilitybalanced loss functionBayes estimatorinadmissibilityinverted wishart prior, multivariate normal distribution

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

Recommendations

• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• A robust generalized Bayes estimator of a multivariate normal mean

Cited in

(7)

• A note on linearly constrained Bayes estimator in elliptical models
• Constrained Bayes and empirical Bayes estimation under random effects normal ANOVA model with balanced loss function
• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions
• scientific article; zbMATH DE number 4109867 (Why is no real title available?)
• Bayesian multivariate normal analysis with a wishart prior
• Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function

This page was built for publication: Bayesian multivariate normal analysis under balanced loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5439132)