A Bayes minimax result for spherically symmetric unimodal distributions

DOI10.1007/s10463-016-0553-1zbMath1398.62023OpenAlexW2275632083MaRDI QIDQ2397334

Dominique Fourdrinier, William E. Strawderman, Fatiha Mezoued

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

spherically symmetric distributionsminimax estimatorsBayes estimatorslocation parameterquadratic lossunimodal densitiessuperharmonic priors

Mathematics Subject Classification ID

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

Cites Work

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• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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