Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
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Publication:369395
DOI10.1007/s13171-013-0028-xzbMath1333.62069arXiv1204.6054OpenAlexW2061622415MaRDI QIDQ369395
Publication date: 24 September 2013
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.6054
estimationsquared error lossmaximum likelihooddominancesignal-to-noise ratioBayes estimatorsconfluent hypergeometric functionsmultivariate normalcoefficient of variationrestricted parameter
Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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