Minimax estimation of a bounded normal mean vector

DOI10.1016/0047-259X(90)90020-IMaRDI QIDQ918085zbMATH OpenFDO

Authors J. Calvin Berry

Publication date 1990

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate normal meancompact convex subsetBayes minimax estimatorleast favorable prior distributionsrectangular and spherical bounds

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 4054823 (Why is no real title available?)
• scientific article; zbMATH DE number 4056771 (Why is no real title available?)
• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Polya Type Distributions, II

Cited in

(18)

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• Minimax estimation for the bounded mean of a bivariate normal distribution
• Improving on the MLE of a bounded normal mean.
• On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean
• On improved predictive density estimation with parametric constraints
• Minimax estimation of constrained parametric functions for discrete families of distributions
• scientific article; zbMATH DE number 3988470 (Why is no real title available?)
• Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
• Minimax mean estimator for the trine
• Estimating a bounded parameter for symmetric distributions
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• On the minimax estimator of a bounded normal mean.
• Estimation of the mean of a spherically symmetric distribution with constraints on the norm
• Minimax estimates of vectors from tensor product of Hilbert spaces
• On predictive density estimation with additional information
• Minimax estimation of a constrained Poisson vector
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means

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