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 distributions; minimax estimators; Bayes estimators; location parameter; quadratic loss; unimodal densities; power priors

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

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

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