Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (Q2011522)

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scientific article; zbMATH DE number 6756483
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    Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
    scientific article; zbMATH DE number 6756483

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      Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix (English)
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      3 August 2017
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      admissibility
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      Gauss' divergence theorem
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      generalized Bayes estimator
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      inadmissibility
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      Kullback-Leibler loss
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      minimaxity
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      shrinkage estimator
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      statistical decision theory
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