Bayes minimax estimators of a multivariate normal mean
DOI10.1016/0167-7152(91)90184-SzbMath0744.62013OpenAlexW2042695005MaRDI QIDQ1176985
Publication date: 25 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90184-s
prior distributionadmissibilityidentity covariance matrixmultivariate normal meansquared error estimationminimax Bayes estimatorsnormal class of priors
Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Compound decision problems in statistical decision theory (62C25)
Related Items
Cites Work
- Unnamed Item
- Minimax estimators of the mean of a multivariate normal distribution
- A natural identity for exponential families with applications in multiparameter estimation
- Minimax Bayes estimators of a multivariate normal mean
- Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- A family of admissible minimax estimators of the mean of a multivariate, normal distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
This page was built for publication: Bayes minimax estimators of a multivariate normal mean