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

DOI10.1080/03610928608829242zbMATH Open0631.62008OpenAlexW1969524195MaRDI QIDQ3768152FDOQ3768152

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

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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)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Some Concepts of Dependence
• A natural identity for exponential families with applications in multiparameter estimation
• Title not available (Why is that?)
• Families of minimax estimators of the mean of a multivariate normal distribution
• 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
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• Combining independent normal mean estimation problems with unknown variances
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION

Cited In (5)

• Title not available (Why is that?)
• Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Title not available (Why is that?)
• Minimax estimation of normal precisions via expansion estimators
• Minimax estimation for certain independent component districutions under welghted squared error loss

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