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

DOI10.1109/TIT.2010.2080612MaRDI QIDQ5281192zbMATH OpenOpenAlexWikidataFDO

Authors Duc-Son Pham, Hung Bui, Svetha Venkatesh

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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