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

DOI10.1214/12-EJS694zbMATH Open1281.62067MaRDI QIDQ1950840FDOQ1950840

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

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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)

Cites Work

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

Cited In (9)

• 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
• Title not available (Why is that?)
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• A Bayes minimax result for spherically symmetric unimodal distributions
• Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions

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