A robust generalized Bayes estimator and confidence region for a multivariate normal mean
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Publication:1154191
DOI10.1214/aos/1176345068zbMath0464.62026OpenAlexW2036786210WikidataQ100330780 ScholiaQ100330780MaRDI QIDQ1154191
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345068
sizeriskquadratic lossmultivariate normal meanconfidence ellipsoidsrobust generalized Bayes estimatorprior covariance matrixprior meanprobability of coverage
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)
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