Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions

DOI10.1016/J.JMVA.2007.03.007MaRDI QIDQ2482626zbMATH OpenOpenAlexFDO

Authors Dominique Fourdrinier, William E. Strawderman

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.2007.03.007

zbMATH Keywords

Bayes estimatorslocation parameterquadratic losssuperharmonic priors

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15)

Recommendations

• Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
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• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• A Bayes minimax result for spherically symmetric unimodal distributions
• Bayes minimax estimators of a location vector for densities in the Berger class
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• Bayesian estimation for spherically symmetric distributions

Cites work

• A heuristic method for determining admissibility of estimators - with applications
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
• Estimation of the mean of a multivariate normal distribution
• Generalizations of James-Stein estimators under spherical symmetry
• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of location vectors for a wide class of densities
• On the construction of Bayes minimax estimators
• Shrinkage positive rule estimators for spherically symmetric distributions

Cited in

(19)

• An admissibility proof using an adaptive sequence of smoother proper priors approaching the target improper prior
• An extended class of minimax generalized Bayes estimators of regression coefficients
• Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
• Bayesian estimation for spherically symmetric distributions
• Bayes minimax estimators of a location vector for densities in the Berger class
• Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
• Predictive density estimation under the Wasserstein loss
• Generalized Bayesian shrinkage and wavelet estimation of location parameter for spherical distribution under balance-type loss: minimaxity and admissibility
• A Bayes minimax result for spherically symmetric unimodal distributions
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Stein estimation for spherically symmetric distributions: recent developments
• scientific article; zbMATH DE number 3938232 (Why is no real title available?)
• scientific article; zbMATH DE number 4022346 (Why is no real title available?)
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
• Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution
• On combining unbiased and possibly biased correlated estimators
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• Stokes' theorem, Stein's identity and completeness
• Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution

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