Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

DOI10.1016/S0047-259X(02)00035-0zbMath1014.62063MaRDI QIDQ1873110

Yuzo Maruyama

Publication date: 19 May 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

FKG inequality; scale mixtures of multivariate normal distributions

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory

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