scientific article; zbMATH DE number 4109867

MaRDI QIDQ3833440zbMATH OpenFDO

Authors

Publication date 1988

zbMATH Keywords

bounded loss functionsjoint normal distributionknown nonsingular covariance matrixunknown mean vector

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12)

Recommendations

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Cited in

(8)

• A randomized solution for multi-Bayes estimates of the multinormal mean
• On optimal decision rules for signs of parameters
• Estimating normal means with symmetric gain functions
• On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
• Piecewise linear lower and upper bounds for the standard normal first order loss function
• Estimation of the multivariate normal mean under the extended reflected normal loss function
• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Learning under \((1 + \epsilon)\)-moment conditions

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