Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
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Publication:464376
DOI10.1007/s00184-013-0437-9zbMath1304.62050OpenAlexW2127455463MaRDI QIDQ464376
Dominique Fourdrinier, Othmane Kortbi, William E. Strawderman
Publication date: 17 October 2014
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0437-9
Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
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Cites Work
- A unified and generalized set of shrinkage bounds on minimax Stein estimates
- On the construction of Bayes minimax estimators
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
- Minimax estimation of location parameters for certain spherically symmetric distributions
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- Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
- Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
- Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
- A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
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