On minimaxity and admissibility of hierarchical Bayes estimators
DOI10.1016/J.JMVA.2006.08.009zbMATH Open1118.62034OpenAlexW2072667816MaRDI QIDQ2370531FDOQ2370531
Authors: Tatsuya Kubokawa, William E. Strawderman 
Publication date: 26 June 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.08.009
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multivariate normal distributionestimationinadmissibilityminimaxityshrinkage estimationmixed linear modelhierarchical Bayes modelBayes inference
Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
Cites Work
- Estimation of the mean of a multivariate normal distribution
- Choice of hierarchical priors: Admissibility in estimation of normal means
- Title not available (Why is that?)
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
Cited In (11)
- Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
- Title not available (Why is that?)
- Title not available (Why is that?)
- Shrinkage estimation with singular priors and an application to small area estimation
- Dominance properties of constrained Bayes and empirical Bayes estimators
- Minimax hierarchical empirical Bayes estimation in multivariate regression
- Admissibility and minimaxity of Bayes estimators for a normal mean matrix
- Proper Bayes minimax estimators of the normal mean matrix with common unknown variances
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Stein estimation for spherically symmetric distributions: recent developments
- Asymptotic optimality of hierarchical Bayes estimators and predictors
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