Gamma-minimax estimators for the mean vector of a multivariate normal distribution

MaRDI QIDQ2277696zbMATH OpenFDO

Authors Lanxiang Chen

Publication date 1991

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

arbitrary squared error losscompact, convex setgamma-minimax estimatorsleast favourable priorsmean vectormultivariate normal distributionquadratic form

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

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