A Bayes minimax result for spherically symmetric unimodal distributions

DOI10.1007/S10463-016-0553-1zbMATH Open1398.62023OpenAlexW2275632083MaRDI QIDQ2397334FDOQ2397334

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

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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)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Title not available (Why is that?)
• On the construction of Bayes minimax estimators
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of location vectors for a wide class of densities
• Bayes minimax estimators of a location vector for densities in the Berger class
• Shrinkage positive rule estimators for spherically symmetric distributions
• On solutions for global Stein optimization problems with applications
• Bayes minimax estimation under power priors of location parameters for a wide class of 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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