Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions

DOI10.1007/s10463-005-0001-0zbMath1095.62069OpenAlexW2150623833MaRDI QIDQ2502128

Martin T. Wells, Dominique Fourdrinier, William E. Strawderman

Publication date: 12 September 2006

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

Full work available at URL: https://doi.org/10.1007/s10463-005-0001-0

zbMATH Keywords

Convex conesQuadratic lossPolyhedral conesMultivariate normal meanSpherically symmetric distributionIntegration-by-partsMinimax estimatePositively homogeneous setWeakly differentiable function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Minimax procedures in statistical decision theory (62C20)

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