On admissible estimation of a mean vector when the scale is unknown

DOI10.3150/21-BEJ1453MaRDI QIDQ2108476

Yuzo Maruyama, William E. Strawderman

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12079

zbMATH Keywords

minimaxityBayes estimatorsadmissibility

Mathematics Subject Classification ID

Parametric inference (62Fxx) Multivariate analysis (62Hxx) Statistical decision theory (62Cxx)

Related Items (1)

On admissible estimation of a mean vector when the scale is unknown

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An approach to improving the James-Stein estimator
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Minimax Bayes estimators of a multivariate normal mean
• A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale
• On admissible estimation of a mean vector when the scale is unknown
• Larry Brown's work on admissibility
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• Improving on equivariant estimators
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A new class of generalized Bayes minimax ridge regression estimators
• Admissible estimators of a multivariate normal mean vector when the scale is unknown
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• On Minimax Statistical Decision Procedures and their Admissibility

This page was built for publication: On admissible estimation of a mean vector when the scale is unknown