Selecting a minimax estimator of a multivariate normal mean
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Publication:1164344
DOI10.1214/aos/1176345691zbMath0485.62046OpenAlexW2012136151WikidataQ56812819 ScholiaQ56812819MaRDI QIDQ1164344
Publication date: 1982
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345691
maximum likelihoodprior informationquadratic lossrisk functionnormal priorrobust generalized Bayes estimatoraverage risk
Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)
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