scientific article; zbMATH DE number 1749691

MaRDI QIDQ4532380zbMATH OpenFDO

Authors Kazuo Noda, Qiguang Wu, Kunio Shimizu

Publication date 29 October 2002

zbMATH Keywords

estimable matrix-valued functionmatrix loss functionsminimaxityparameter matrixprior probability distributionsunknown covariance matrix

Mathematics Subject Classification ID

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

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Cited in

(3)

• Gamma-minimax results for the class of unimodal priors
• Admissibilities of matrix linear estimators multivariate linear models
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians

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