On Bayes and unbiased estimators of loss
From MaRDI portal
Publication:1880996
DOI10.1007/BF02523394zbMath1053.62014MaRDI QIDQ1880996
Dominique Fourdrinier, William E. Strawderman
Publication date: 27 September 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
Related Items
Unbiased risk estimates for matrix estimation in the elliptical case, Improved second order estimation in the singular multivariate normal model, On improved loss estimation for shrinkage estimators, Inadmissibility of the corrected Akaike information criterion, Bayes minimax estimators of a location vector for densities in the Berger class, Improved loss estimation for a normal mean matrix, Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
Cites Work
- Estimation of normal means: Frequentist estimation of loss
- Estimation of the mean of a multivariate normal distribution
- A unified and broadened class of admissible minimax estimators of a multivariate normal mean
- On the construction of Bayes minimax estimators
- Estimation of a loss function for spherically symmetric distributions in the general linear model
