Admissible estimators of a multivariate normal mean vector when the scale is unknown

DOI10.1093/BIOMET/ASAA102zbMath1478.62015arXiv2003.08571OpenAlexW3116625666MaRDI QIDQ5022678

Yuzo Maruyama, William E. Strawderman

Publication date: 19 January 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.08571

zbMATH Keywords

Bayes estimatorminimaxityadmissibility

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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On admissible estimation of a mean vector when the scale is unknown

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