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)

Full work available at URL https://doi.org/10.1016/0047-259X(90)90020-I

zbMATH Keywords

Bayes minimax estimatorcompact convex subsetleast favorable prior distributionsmultivariate normal meanrectangular and spherical bounds

Mathematics Subject Classification ID

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

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Cites work

• Estimating a bounded normal mean
• 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?)
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Polya Type Distributions, II

Cited in

(21)

• Constrained minimax estimation of the mean of the normal distribution with known variance
• Minimax estimation of a constrained Poisson vector
• On predictive density estimation with additional information
• Improving on the MLE of a bounded normal mean.
• On the minimax estimator of a bounded normal mean.
• Minimax estimation for the bounded mean of a bivariate normal distribution
• On improved predictive density estimation with parametric constraints
• Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
• Minimax estimates of vectors from tensor product of Hilbert spaces
• scientific article; zbMATH DE number 3945041 (Why is no real title available?)
• scientific article; zbMATH DE number 3988470 (Why is no real title available?)
• scientific article; zbMATH DE number 34424 (Why is no real title available?)
• On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean
• scientific article; zbMATH DE number 1054340 (Why is no real title available?)
• Estimation of the mean of a spherically symmetric distribution with constraints on the norm
• Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
• Minimax mean estimator for the trine
• Noisy recovery from random linear observations: sharp minimax rates under elliptical constraints
• Estimating a bounded parameter for symmetric distributions
• Minimax estimation of constrained parametric functions for discrete families of distributions
• 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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