Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987)
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scientific article; zbMATH DE number 4003233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution |
scientific article; zbMATH DE number 4003233 |
Statements
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (English)
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1986
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minimax-Bayes-compromise estimators
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multiple-objective decision analysis
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preliminary test estimators
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Stein estimation
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minimax squared risk estimators of the mean
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multivariate normal distribution
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squared error loss
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spherically symmetric prior distributions
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zero-one loss
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degenerate prior distributions
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