The variational form of certain Bayes estimators
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Publication:1178937
DOI10.1214/aos/1176348244zbMath0739.62046OpenAlexW2074213722MaRDI QIDQ1178937
Publication date: 26 June 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348244
Euler equationscovariance matrixMonte Carlo simulationmultivariate normal distributionorder constraintsStein estimatormean vectornonnormal dataPearson curvesestimation of eigenvaluesorthogonally invariant estimatorsspherically symmetric estimatorseigenvalue distortion in sample covariance matrixformal Bayes estimator of a parameter matrixfrequency propertiesgeneral representationPearson meansrisk propertiesunbiased estimation of riskvariational form of the Bayes estimator
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Statistical decision theory (62C99)
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