Linear versus nonlinear rules for mixture normal priors

DOI10.1023/A:1003835319163MaRDI QIDQ1300760zbMATH OpenOpenAlexFDO

Authors Brani Vidakovic

Publication date 2 September 1999

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003835319163

zbMATH Keywords

affine rulesBayes riskBrown's identityefficiencyGamma-minimax rules

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cited in

(1)

• Some efficient simple rules in Γ-minimax estimation

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