Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions

DOI10.1016/j.spl.2013.05.021zbMath1383.62168MaRDI QIDQ2637375

Shokofeh Zinodiny, Sadegh Rezaei, O. Naghshineh Arjmand, Saralees Nadarajah

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.021

zbMATH Keywords

Bayes estimation; minimax estimation; unknown variance; quadratic loss function; multivariate normal mean

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

62C20: Minimax procedures in statistical decision theory

Related Items

Bayes minimax ridge regression estimators, Bayes minimax estimation of the multivariate normal mean vector under balanced loss function, Bayesian simultaneous estimation for means in \(k\)-sample problems, A paradoxical argument about domination

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