Bayesian Minimax Estimation of the Normal Model With Incomplete Prior Covariance Matrix Specification

DOI10.1109/TIT.2010.2080612zbMATH Open1366.62049OpenAlexW2128635202WikidataQ60491202 ScholiaQ60491202MaRDI QIDQ5281192FDOQ5281192

Svetha Venkatesh, Hung Bui, Duc-Son Pham

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2010.2080612

Mathematics Subject Classification ID

Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (1)

• Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data

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