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

DOI10.1214/12-EJS694zbMath1281.62067MaRDI QIDQ1950840

Dominique Fourdrinier, William E. Strawderman, Fatiha Mezoued

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 spacesspherically symmetric distributionsminimax estimatorsBayes estimatorslocation parameterquadratic losssuperharmonic 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)

Related Items (5)

A Bayes minimax result for spherically symmetric unimodal distributions ⋮ 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 ⋮ 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

Cites Work

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

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