Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
From MaRDI portal
Publication:2482607
DOI10.1016/j.jmva.2006.06.012zbMath1333.62038OpenAlexW2034844345MaRDI QIDQ2482607
Othmane Kortbi, William E. Strawderman, Dominique Fourdrinier
Publication date: 23 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.012
minimax estimatorsBayes estimatorsquadratic lossvariance mixture of multivariate normal distributions
Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
Related Items
Stein estimation for spherically symmetric distributions: recent developments ⋮ Predictive density estimation under the Wasserstein loss ⋮ Bayes minimax estimators of a location vector for densities in the Berger class ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector ⋮ Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions ⋮ Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A heuristic method for determining admissibility of estimators - with applications
- Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
- Estimation of the mean of a multivariate normal distribution
- Minimax estimation of location vectors for a wide class of densities
- Correlation inequalities on some partially ordered sets
- Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
- On the construction of Bayes minimax estimators
- Minimax estimation of location parameters for certain spherically symmetric distributions
- Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
- On the Admissibility of Invariant Estimators of One or More Location Parameters
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean