On the construction of Bayes minimax estimators
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Cites work
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- scientific article; zbMATH DE number 3778409 (Why is no real title available?)
- scientific article; zbMATH DE number 3369612 (Why is no real title available?)
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Cited in
(38)- On predictive density estimation for location families under integrated squared error loss
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- 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
- Stein estimation -- a review
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
- On priors which give Bayes minimax estimators of Baranchik's form
- Bayes minimax estimator of the mean vector in an elliptically contoured distribution
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- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
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- Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
- Characterization of Priors in the Stein Problem
- Stein estimation for spherically symmetric distributions: recent developments
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
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- A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
- Posterior propriety of an objective prior for generalized hierarchical normal linear models
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- A Bayes minimax result for spherically symmetric unimodal distributions
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