Minimax estimation of independent normal means under a quadratic loss function with unknown weights

DOI10.1080/03610928608829242MaRDI QIDQ3768152zbMATH OpenOpenAlexFDO

Authors Pi-Erh Lin, Amany Mousa

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829242

zbMATH Keywords

quadratic lossrisk functionminimax estimatorsunknown variancesindependent normal meansunknown positive weights

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3896072
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Minimax estimation of means of multivariate normal mixtures

Cites work

• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• A natural identity for exponential families with applications in multiparameter estimation
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Combining independent normal mean estimation problems with unknown variances
• Estimation of the mean of a multivariate normal distribution
• Families of minimax estimators of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• 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 vector for the case of common unknown variances
• Some Concepts of Dependence

Cited in

(5)

• scientific article; zbMATH DE number 3896072 (Why is no real title available?)
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• scientific article; zbMATH DE number 1453177 (Why is no real title available?)
• Minimax estimation of normal precisions via expansion estimators
• Minimax estimation for certain independent component districutions under welghted squared error loss

This page was built for publication: Minimax estimation of independent normal means under a quadratic loss function with unknown weights

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768152)