Minimax estimation of linear combinations of restricted location parameters

DOI10.1214/11-IMSCOLL802zbMath1356.62012OpenAlexW1547964220MaRDI QIDQ5499699

Tatsuya Kubokawa

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/11-imscoll802

zbMATH Keywords

decision theoryminimaxitygeneralized Bayes estimatoradmissibilityrestricted parametersStein estimationnormal variances

Mathematics Subject Classification ID

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

Related Items (3)

Bayesian predictive distribution for a Poisson model with a parametric restriction ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ A unified minimax result for restricted parameter spaces

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