Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions

DOI10.1214/13-EJS785zbMath1336.62096MaRDI QIDQ1951132

Dominique Fourdrinier, William E. Strawderman, Fatiha Mezoued

Publication date: 29 May 2013

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

Full work available at URL: https://projecteuclid.org/euclid.ejs/1364220668

zbMATH Keywords

spherically symmetric distributionsminimax estimatorsBayes estimatorslocation parameterquadratic lossunimodal densitiespower priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

A Bayes minimax result for spherically symmetric unimodal distributions ⋮ On the non existence of unbiased estimators of risk for spherically symmetric distributions ⋮ Robust minimax Stein estimation under invariant data-based loss for spherically and elliptically symmetric distributions

Cites Work

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• Estimating a general function of a quadratic function
• Generalizations of James-Stein estimators under spherical symmetry
• Minimax estimation of location vectors for a wide class of densities
• Bayes minimax estimators of a location vector for densities in the Berger class
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities

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