Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

DOI10.1016/j.jmva.2011.04.008zbMath1217.62079MaRDI QIDQ549918

Yong-Cai Geng, Sumit K. Garg

Publication date: 19 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.008

zbMATH Keywords

Bayes estimation

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

62C15: Admissibility in statistical decision theory