Bayes minimax estimators of a location vector for densities in the Berger class

DOI10.1214/12-EJS694MaRDI QIDQ1950840zbMATH OpenFDO

Authors Dominique Fourdrinier, Fatiha Mezoued, William E. Strawderman

Publication date 28 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1336568106

zbMATH Keywords

Sobolev spacesquadratic losslocation parameterBayes estimatorsminimax estimatorsspherically symmetric distributionssuperharmonic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

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Cites work

• A weak functional framework for applications in statistics
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
• Estimating a general function of a quadratic function
• Estimation of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of location vectors for a wide class of densities
• On Bayes and unbiased estimators of loss
• What is the Laplace Transform?

Cited in

(9)

• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
• Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
• Bayes minimax estimation of a bernoullipin a restricted parameter space
• Estimation of the inverse scatter matrix of an elliptically symmetric distribution
• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Bayesian estimation in the symmetric location problem
• scientific article; zbMATH DE number 3938232 (Why is no real title available?)
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• A Bayes minimax result for spherically symmetric unimodal distributions

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