Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector

DOI10.1007/S00184-013-0437-9zbMATH Open1304.62050OpenAlexW2127455463MaRDI QIDQ464376FDOQ464376

Authors: 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

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zbMATH Keywords

quadratic lossspherical symmetryBayes estimatorsminimax estimators

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
• 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
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Admissible minimax estimators of a mean vector of scale mixtures 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
• A unified and generalized set of shrinkage bounds on minimax Stein estimates

Cited In (6)

• Metric homology
• Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions
• Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
• Bayes minimax estimator of the mean vector in an elliptically contoured distribution
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions

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