Ignorance prior distribution of a hyperparameter and Stein's estimator
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Publication:1149706
DOI10.1007/BF02480322zbMath0454.62037MaRDI QIDQ1149706
Publication date: 1980
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
Cites Work
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- Stein's positive part estimator and Bayes estimator
- A new look at the Bayes procedure
- Controversies in the Foundations of Statistics
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems