On minimaxity and admissibility of hierarchical Bayes estimators

DOI10.1016/J.JMVA.2006.08.009MaRDI QIDQ2370531zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayes inferenceestimationhierarchical Bayes modelinadmissibilityminimaxitymixed linear modelmultivariate normal distributionshrinkage estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
• Choice of hierarchical priors: Admissibility in estimation of normal means
• Estimation of the mean of a multivariate normal distribution
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• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface

Cited in

(12)

• Asymptotic optimality of hierarchical Bayes estimators and predictors
• Minimax hierarchical empirical Bayes estimation in multivariate regression
• Choice of hierarchical priors: Admissibility in estimation of normal means
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
• Shrinkage estimation with singular priors and an application to small area estimation
• Dominance properties of constrained Bayes and empirical Bayes estimators
• Stein estimation for spherically symmetric distributions: recent developments
• Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
• scientific article; zbMATH DE number 4044928 (Why is no real title available?)
• scientific article; zbMATH DE number 922042 (Why is no real title available?)
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Proper Bayes minimax estimators of the normal mean matrix with common unknown variances

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