A Bayes minimax result for spherically symmetric unimodal distributions

DOI10.1007/S10463-016-0553-1MaRDI QIDQ2397334zbMATH OpenOpenAlexFDO

Authors Dominique Fourdrinier, Fatiha Mezoued, William E. Strawderman

Publication date 22 May 2017

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-016-0553-1

zbMATH Keywords

quadratic losslocation parameterBayes estimatorsminimax estimatorsunimodal densitiesspherically symmetric distributionssuperharmonic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Bayes minimax estimators of a location vector for densities in the Berger class
• Estimation of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of location vectors for a wide class of densities
• On solutions for global Stein optimization problems with applications
• On the construction of Bayes minimax estimators
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Shrinkage positive rule estimators for spherically symmetric distributions

Cited in

(6)

• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Gamma-minimax results for the class of unimodal priors
• Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Bayes minimax estimators of a location vector for densities in the Berger class
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions

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