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

DOI10.1016/J.SPL.2013.05.021MaRDI QIDQ2637375zbMATH OpenOpenAlexFDO

Authors S. Zinodiny, S. 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 estimationminimax estimationmultivariate normal meanquadratic loss functionunknown variance

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• A new class of generalized Bayes minimax ridge regression estimators
• Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
• Estimation with quadratic loss.
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• Minimax Adaptive Generalized Ridge Regression Estimators
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances

Cited in

(20)

• Bayesian simultaneous estimation for means in \(k\)-sample problems
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• A robust generalized Bayes estimator of a multivariate normal mean
• A paradoxical argument about domination
• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• Minimax estimation of the mean of the multivariate normal distribution
• scientific article; zbMATH DE number 3896072 (Why is no real title available?)
• Minimax estimation of independent normal means under a quadratic loss function with unknown weights
• scientific article; zbMATH DE number 4109867 (Why is no real title available?)
• Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
• scientific article; zbMATH DE number 1400028 (Why is no real title available?)
• Estimation of the mean vector in a singular multivariate normal distribution
• scientific article; zbMATH DE number 1453177 (Why is no real title available?)
• Bayes minimax ridge regression estimators
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
• Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance
• Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• Estimation of a mean vector in a two-sample problem
• Minimax estimation of a bounded normal mean vector

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