On the construction of Bayes minimax estimators
From MaRDI portal
Publication:1807097
DOI10.1214/AOS/1028144853zbMATH Open0929.62004OpenAlexW2088632131MaRDI QIDQ1807097FDOQ1807097
Dominique Fourdrinier, William E. Strawderman, Martin T. Wells
Publication date: 9 November 1999
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1028144853
Recommendations
- Sur les estimateurs de Bayes minimax: une méthode constructive
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
- Bayes minimax estimators of a multivariate normal mean
Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Statistical decision theory and Bayesian analysis. 2nd ed
- What is the Laplace Transform?
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Posterior expectations for large observations
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Title not available (Why is that?)
- Robust hierarchical Bayes estimation of exchangeable means
- Coherent inference from improper priors and from finitely additive priors
- Minimax multiple shrinkage estimation
- Combining Minimax Shrinkage Estimators
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
- Minimax Bayes estimators of a multivariate normal mean
- Title not available (Why is that?)
Cited In (35)
- On predictive density estimation for location families under integrated squared error loss
- Title not available (Why is that?)
- Bayesian input in Stein estimation and a new minimax empirical Bayes estimator
- Stein's idea and minimax admissible estimation of a multivariate normal mean
- On solutions for global Stein optimization problems with applications
- SHRINKAGE EFFICIENCY BOUNDS
- Stein estimation -- a review
- On priors which give Bayes minimax estimators of Baranchik's form
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
- Bayes minimax estimator of the mean vector in an elliptically contoured distribution
- Title not available (Why is that?)
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- A class of minimax generalized Bayes estimators and an extended correlation inequality
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
- Bayes minimax estimation of a bernoullipin a restricted parameter space
- On Bayes and unbiased estimators of loss
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
- From minimax shrinkage estimation to minimax shrinkage prediction
- Bayes estimates as expanders in one and two dimensions
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus
- Estimation of a non-centrality parameter under Stein-type-like losses
- Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
- Stein estimation for spherically symmetric distributions: recent developments
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
- Improved minimax predictive densities under Kullback-Leibler loss
- Posterior propriety of an objective prior for generalized hierarchical normal linear models
- A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
- Bayes minimax estimators of a multivariate normal mean
- On estimation with balanced loss functions
- Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
- Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
- A Bayes minimax result for spherically symmetric unimodal distributions
This page was built for publication: On the construction of Bayes minimax estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807097)
