Minimax Bayes estimators of a multivariate normal mean
From MaRDI portal
Publication:1259385
DOI10.1016/0047-259X(78)90060-XzbMath0411.62017MaRDI QIDQ1259385
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
confidence setsmultivariate normal meanadmissibleminimax Bayes estimatorssquared Euclidean distance loss
Related Items
SHRINKAGE EFFICIENCY BOUNDS, Shrinkage confidence procedures, From minimax shrinkage estimation to minimax shrinkage prediction, A unified and broadened class of admissible minimax estimators of a multivariate normal mean, A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors, Bayes minimax estimation of multiple Poisson parameters, Stein's idea and minimax admissible estimation of a multivariate normal mean, Bayes minimax estimators of a multivariate normal mean, Asymptotic optimality of hierarchical Bayes estimators and predictors, Estimation, prediction and the Stein phenomenon under divergence loss, Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance, Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix, Minimax Bayes estimators of a multivariate normal mean, On the construction of Bayes minimax estimators, A new class of generalized Bayes minimax ridge regression estimators, On admissible estimation of a mean vector when the scale is unknown
Cites Work