Gamma-minimax estimation of a multivariate normal mean

DOI10.1007/BF02613500MaRDI QIDQ909387zbMATH OpenOpenAlexFDO

Authors Lanxiang Chen, J. Lehn, Jürgen Eichenauer-Herrmann

Publication date 1990

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176264

zbMATH Keywords

gamma-minimax estimationmean vector of a multivariate normal distributionminimax inequalitymoment restrictionssquared error loss

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

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• On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean
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